Senior Quantitative Risk Analyst

Chicago Office
Founded in 1999, Geneva Trading is a premier global principal trading firm with strategically located offices in Chicago, Dublin, and London.
Our relentless focus on trading excellence combined with technological innovation has equipped us with a best-in-class proprietary trading platform, enabling us to compete at the highest levels in the global markets.
Rooted in a culture of integrity, collaboration, and an unwavering passion for progress, we foster an environment of personal and professional excellence.
Our nimble organizational structure and entrepreneurial spirit attract top-tier talent with a passion for innovation, laying the foundation and driving our consistent success in the industry.
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
4+ years of experience in software development, with strong working knowledge of Python and SQL, preferably in a Linux environment.
4+ 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
#LI-DNI.
We are an equal opportunity employer and value diversity at our company.
We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.
Create a Job Alert
Interested in building your career at Geneva Trading?
Get future opportunities sent straight to your email.
Apply for this job
*
indicates a required field
First Name *
Last Name *
Email *
Phone *
Resume/CV *
Enter manually
Accepted file types: pdf, doc, docx, txt, rtf
Enter manually
Accepted file types: pdf, doc, docx, txt, rtf
#J-18808-Ljbffr