Risk Management Director

18 hours ago


Stamford, Connecticut, United States Trexquant Investment Full time
Lead Risk Management at Trexquant Investment

We are seeking an experienced portfolio risk specialist to lead and grow our Risk Management Team. As the Head of Risk Management, you will be responsible for enhancing our risk management platform, developing key metrics for risk analysis, and proposing risk mitigation tactics and processes.

Key Responsibilities:
  • Oversee and analyze risk factor exposures and trends across company portfolios in global markets.
  • Develop and manage automated risk models for each traded asset class and across the entire portfolio.
  • Design stress test experiments and discuss results with senior research team members to expand on risk considerations in various markets.
  • Partner with our Strategy, Execution, and Capital Allocation teams to develop expanded risk policies and apply optimal risk management.
  • Engage with providers on macro market risk considerations, efficient margin policy, and counterparty exposure.
  • Present risk metrics and escalations to senior management and the investment committee to inform decision-making.
Requirements:
  • Bachelor's, Master's, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science, or related STEM fields.
  • 3+ Years of experience in a portfolio risk management role at a quantitative trading firm.
  • Strong quantitative skills and attention to detail.
  • Proficiency in Python.
What We Offer:
  • Competitive salary and bonus based on individual and company performance.
  • Collaborative, casual, and friendly work environment.
  • PPO Health, dental, and vision insurance premiums fully covered for you and your dependents.


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