Strategic Quantitative Risk Manager

4 days ago


New York, New York, United States Selby Jennings Full time

At Selby Jennings, we are seeking an accomplished Strategic Quantitative Risk Manager to join our team.

About the Role:

The successful candidate will work closely with Portfolio Managers to drive business growth and mitigate risk. This key position entails collaborating with the operations department on data analysis, trade booking, and portfolio management.

Responsibilities:

Key responsibilities of this role include:

  • Trade bookings and blotter management to support Portfolio Managers in optimizing portfolio performance.
  • Oversight of Profit & Loss (P&L) inquiries within Portfolio Managers' trade systems and managing portfolio positions.
  • Risk reduction through automation and tooling, ensuring seamless processes.
  • Collaboration with Portfolio Managers on risk attribution reporting and P&L analysis.
  • Cash balance management, traders/positions oversight, and future rolls management.

Requirements:

To excel in this position, you will need:

  • A minimum of 3 years of experience supporting Portfolio Managers or a trading desk.
  • A strong understanding of Delta One and Equity Derivatives products, including forwards, swaps, and futures.
  • Expert proficiency in Python, Excel, and VBA programming languages.
  • Operational risk and trade life cycle events expertise, impacting P&L.

Compensation Package:

We offer a highly competitive salary range of $120,000 - $180,000 per annum, commensurate with experience. Our compensation package also includes comprehensive benefits, professional development opportunities, and a dynamic work environment.



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