Manhattan, United States
Trading Risk Manager/Desk Quant - Equity Volatility
Manhattan, United States, New York, New York, us, 10261
Trading Risk Manager/Desk Quant - Equity Volatility Trading Risk Manager/Desk Quant - Equity VolatilitySelby Jennings Manhattan, United States Apply now Posted 3 days ago In-Office Job Permanent USD175000 - USD225000 per year + bonus Trading Risk Manager/Desk Quant - Equity VolatilitySelby Jennings Manhattan, United States Apply now
To be considered for an interview, please make sure your application is full in line with the job specs as found below. A global multi strategy hedge fund is hiring a Quant Risk Manager (Risk Manager/Desk Quant) to cover Discretionary Equity Vol Trading in their NYC or London office. The firm manages over $10 billion in a variety of systematic and discretionary strategies across asset classes. This hire will join the risk team to cover the growing Discretionary Equity Vol business. Overall, discretionary trading in Equity, Commodity, and Fixed Income Volatility is growing, and this hybrid risk manager/desk quant function is contributing to smart risk-taking decisions in the front office. The team does not believe in a silo approach - risk managers are integrated on desk, actively engaging with Portfolio Managers and Traders throughout the day to optimize strategies, provide ad hoc analysis and tooling, and manage risk in real time. This hire will be assessing cross-trader risk, cross-market risk, and evaluating trader performance. Being able to face off with traders in a collaborative fashion is essential - this is not a risk police or risk oversight function. The goal is to increase PnL and grow the discretionary business through sound trading decision-making and risk management. Culture in this team is very hands on, and candidates will be expected to have proficient coding skills as well as the commercial knowledge to understand strategies and provide insights and advice from a risk perspective. This is a specialist hire - expertise with Equity Derivatives trading and Equity Volatility strategies is a must in order to succeed. Candidates with a combination of buy side + sell side experience are welcome to apply. Requirements: Advanced degree in Physics, Mathematics, Statistics, Financial Engineering, Operations Research, Computer Science, or a related quantitative field Deep knowledge of equity markets - single stock options, index options, dispersion trading, options market making, equity volatility arbitrage, VIX products, or linear equity factor modeling experience Proficiency in Python (Pandas, NumPy, etc.) or a similar scripting language Ideally 10+ years of direct experience; open to strong junior candidates with 5+ years direct experience Commercial understanding of equity markets + trading We support the Financial Sciences & Services industry with talent that can truly shape the future of a business.Whether that be Quantitative Analyti... Operational Risk Analyst Selby Jennings Manhattan, United States Equity QR Selby Jennings Manhattan, United States Private Credit Secondaries Associate Selby Jennings Manhattan, United States Senior Director, Workers Compensation Selby Jennings Manhattan, United States Machine Learning + AI Quant Researcher Selby Jennings Manhattan, United States Investment Banking Healthcare Associate Selby Jennings Manhattan, United States Senior Software Engineer, Data Platform Selby Jennings Manhattan, United States Investment Banking Senior Associate - Fintech Selby Jennings Manhattan, United States Private Credit Associate/Senior Associate Selby Jennings Manhattan, United States Private Credit Senior Associate/VP Selby Jennings Manhattan, United States More jobs from the company Boost your career Boost your careerFind thousands of job opportunities by signing up to eFinancialCareers today.
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To be considered for an interview, please make sure your application is full in line with the job specs as found below. A global multi strategy hedge fund is hiring a Quant Risk Manager (Risk Manager/Desk Quant) to cover Discretionary Equity Vol Trading in their NYC or London office. The firm manages over $10 billion in a variety of systematic and discretionary strategies across asset classes. This hire will join the risk team to cover the growing Discretionary Equity Vol business. Overall, discretionary trading in Equity, Commodity, and Fixed Income Volatility is growing, and this hybrid risk manager/desk quant function is contributing to smart risk-taking decisions in the front office. The team does not believe in a silo approach - risk managers are integrated on desk, actively engaging with Portfolio Managers and Traders throughout the day to optimize strategies, provide ad hoc analysis and tooling, and manage risk in real time. This hire will be assessing cross-trader risk, cross-market risk, and evaluating trader performance. Being able to face off with traders in a collaborative fashion is essential - this is not a risk police or risk oversight function. The goal is to increase PnL and grow the discretionary business through sound trading decision-making and risk management. Culture in this team is very hands on, and candidates will be expected to have proficient coding skills as well as the commercial knowledge to understand strategies and provide insights and advice from a risk perspective. This is a specialist hire - expertise with Equity Derivatives trading and Equity Volatility strategies is a must in order to succeed. Candidates with a combination of buy side + sell side experience are welcome to apply. Requirements: Advanced degree in Physics, Mathematics, Statistics, Financial Engineering, Operations Research, Computer Science, or a related quantitative field Deep knowledge of equity markets - single stock options, index options, dispersion trading, options market making, equity volatility arbitrage, VIX products, or linear equity factor modeling experience Proficiency in Python (Pandas, NumPy, etc.) or a similar scripting language Ideally 10+ years of direct experience; open to strong junior candidates with 5+ years direct experience Commercial understanding of equity markets + trading We support the Financial Sciences & Services industry with talent that can truly shape the future of a business.Whether that be Quantitative Analyti... Operational Risk Analyst Selby Jennings Manhattan, United States Equity QR Selby Jennings Manhattan, United States Private Credit Secondaries Associate Selby Jennings Manhattan, United States Senior Director, Workers Compensation Selby Jennings Manhattan, United States Machine Learning + AI Quant Researcher Selby Jennings Manhattan, United States Investment Banking Healthcare Associate Selby Jennings Manhattan, United States Senior Software Engineer, Data Platform Selby Jennings Manhattan, United States Investment Banking Senior Associate - Fintech Selby Jennings Manhattan, United States Private Credit Associate/Senior Associate Selby Jennings Manhattan, United States Private Credit Senior Associate/VP Selby Jennings Manhattan, United States More jobs from the company Boost your career Boost your careerFind thousands of job opportunities by signing up to eFinancialCareers today.
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