Quantitative Trader, Equities Central Risk Book, Avp Or Vp

Citi Handlowy

New York, United States
Base: $175,000.00 - $250,000.00; bonus/equity: dis...
On-site
Quantitative techniques
Risk models
Python and kdb/q programming
Oversee the Central Risk book, generate revenues, and manage book risk by developing and implementing quantitative strategies

Job Summary

  • Oversee the Central Risk book, generate revenues, and manage book risk by developing and implementing quantitative strategies.
  • Utilize quantitative techniques, intraday risk analytics, and market risk models to manage trading book risk and enhance trading performance.
  • Program high-performance research and execution systems in Python and KDB/Q to optimize alpha capture, reduce market impact, and enhance hedging effectiveness.

Matching Summary

Oversee the Central Risk book, generate revenues, and manage book risk by developing and implementing quantitative strategies.

Salary

Base: $175,000.00 - $250,000.00; Bonus/Equity: discretionary and formulaic incentive and retention awards; Benefits: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs

Skills & Requirements

Must-have

  • quantitative techniques
  • risk models
  • Python and KDB/Q programming
  • alpha research
  • P&L attribution
  • equity trading products

Nice-to-have

  • responsible finance culture
  • good governance
  • expense discipline
  • ethics

Key Requirements

  • 6-10 years of experience
  • Direct Central Risk Book experience
  • Proven Python and KDB/Q experience
  • Barra market risk models experience
  • Bachelor's degree or equivalent experience

Work Rights

Not specified

Tailored Resume

Cover Letter