Quantitative Risk Analyst
We are looking for a Quantitative Risk Analyst to develop and maintain quantitative risk models, automate data and reporting pipelines, and ensure the reliability of daily risk operations — bridging quantitative modelling and production engineering.
Responsibilities
- Develop and maintain production-quality market risk models (VaR, stress tests, Greeks, PnL) across multiple asset classes and derivatives.
- Research and build new models to address trading and risk management challenges; enhance tail risk estimation for historical and hypothetical scenarios. Implement, test, and productionize models and analytics end-to-end.
- Monitor daily risk operations; escalate and resolve production issues (data quality, breaches, pipeline failures).
- Generate and maintain firm-level risk reports; monitor trading activity and flag anomalies.
- Review daily margin requirements and escalate exchange-related issues.
- Collaborate with risk managers and stakeholders to explain model outputs and provide quantitative advice.
Qualifications
- Bachelor's degree in Mathematics, Physics, Computer Science, or a related quantitative discipline.
- 2–3 years of experience in risk management and/or derivatives across various financial products, including futures, options, and equities.
- Solid grounding in quantitative methods: statistics, time series analysis, probability theory, and linear algebra.
- Proficiency in Python, R, or SQL, with hands-on experience developing, deploying, and maintaining quantitative risk models in production — including parameter configuration, calculation scheduling, and stakeholder-facing output delivery.
- Working knowledge of market risk concepts, key metrics, and exchange margin requirements.
- Track record of supporting and maintaining production systems in a financial environment.
- Strong communication and analytical skills, with the ability to work effectively both independently and as part of a team.
What we offer
- Experience a modern international technology company without the burden of bureaucracy.
- Collaborate with industry-leading professionals, including former employees of Tower, DRW, Broadridge, Credit Suisse, and more.
- Enjoy excellent opportunities for professional growth and self-realization.
- Work remotely from anywhere in the world with a flexible schedule.
- Receive compensation for health insurance, sports activities, and non-professional training.