The Senior Quantitative Risk Analyst - Asia Shift will play a key role in the trading firm’s dynamic environment. The right candidate will lead the development and application of analytic tools and techniques to enhance our robust risk management framework. This role will report to the Chief Risk Officer and work closely with other members of the risk team and traders.

Responsibilities

• Software development in Python and SQL is essential. Modern practices such as Collective Code Ownership is preferred. Web framework experience is a bonus
• Monitor risk on a real time basis, leveraging our monitoring and analysis framework to identify and communicate important risk-related information to traders and management
• Model, analyze, and optimize existing and new risk tools, such as VaR and stress tests
• Develop and implement analytical risk models to provide insight into the firm’s various trading activities
• Interpret and utilize quantitative results from risk reporting efforts and communicate these effectively
• Use sound judgement and decision-making ability, including confidence to challenge assumptions and enforce risk limits
• Work directly with traders and senior management on escalated risk issues
• Engage with trading teams to understand and model their approach to risk
• Perform risk and performance studies using SQL, Excel, R, and Python, often with extensive scripting and statistical analysis
• Maintain ongoing understanding of trends and concerns in the markets and how they relate to current positioning/strategies
• Develop and mentor junior members of the Risk team
• Work Asian Shift Hours: Asia shift 3:00-12:00PM CST

EXPERIENCE

• 5 years of experience in software development, with strong working knowledge of Python and SQL, preferably in a Linux environment.
• 5 years of experience leading to strong working knowledge and hands-on familiarity with a range of techniques to evaluate and represent market risk, including Historical Simulation, VaR, Scenario Analysis/Stress Testing, Greeks, Option profiles, etc.

OTHER KNOWLEDGE

• Solid understanding of futures and options trading (Fixed Income, FX, Equities, Commodities, etc.) and their Greeks
• Knowledge of US, European and Asian derivatives markets
• A deep understanding of statistical methods and experience employing optimization libraries and statistical packages (e.g. Python, R, or Matlab)
• Strong database skills. Experience with kdb/Q is a plus
• Ability to handle high pressure situations
• CFA or FRM is preferred
• Good communication and interpersonal skills
• Desire to work in a fast paced, collaborative, and entrepreneurial environment

Education 

• Advanced degree in a quantitative discipline (physics, finance, economics, econometrics, statistics, mathematics, or equivalent experience)

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