Quantitative Trader, Equities Central Risk Book, Avp Or Vp

Citi Handlowy

New York, New York, United States
Base: $175,000.00 - $250,000.00; bonus/equity: dis...
Central risk book management
Quantitative strategies development
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.
  • Partner with quantitative researchers and portfolio managers 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

  • Central Risk Book management
  • quantitative strategies development
  • Python and KDB/Q programming
  • market risk models
  • P&L attribution and backtesting
  • equity trading products

Nice-to-have

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

Key Requirements

  • 6-10 years of experience
  • Direct Central Risk Book experience
  • Python and KDB/Q proficiency
  • Quantitative risk modeling experience
  • Bachelor's degree or equivalent experience

Work Rights

Not specified

Tailored Resume

Cover Letter