Quantitative Risk Modeling Manager

Job Summary

A company is looking for a Quantitative Risk Modeling Manager.

Key Responsibilities

• Design and develop optimal liquidation logic and algorithms to manage distressed portfolios
• Build execution algorithms for crisis scenarios and portfolio-level unwinds based on risk sensitivities
• Collaborate on market microstructure and regulatory compliance related to liquidation processes

Required Qualifications

• Ph.D. or Master's degree in a quantitative field (Physics, Mathematics, Statistics, Financial Engineering, or Computer Science)
• 6+ years of relevant experience with a Ph.D. or 8+ years with a Master's degree
• Experience in execution trading quant, default management risk quant, or electronic market making
• Deep understanding of Almgren-Chriss frameworks and order book dynamics
• Proficiency in Python and experience deploying quantitative models into production environments