Quantitative Risk Manager

Quantitative Risk Manager - New York, NY. Monitor & analyze performance & risk exposure of firm's portfolios on an intraday & end-of-day basis using a variety of factor-based financial quant risk models & P&L attribution.

Min reqs: Master's in Math, Stats, Financial Eng or related Engnrg field 3 yrs (OR altern Bachelor's in same fields 5 yrs) of exper in Financial Quant Risk Mgmt positions. Must have exper in: identifyg & quantifyg portfolio's risk exposure accordg to trading styles incl. mkt neutral equity, relative value trading & directional macro; designg stress tests & performg scenario analysis; evaluatg risk exposures from fin derivatives incl.

Amer/Euro options, interest rate swaps, credit default swaps, binary options & swaptions; measurg mkt trends & assessg impact on fund's quant risk profile; Python & Java; using data structures & algorithms to develop, automate & maintain quant models & risk eval tools; stats technqs incl. time series analysis, clustering, Bayesian stats, linear regressn & optimiztn in interpretg large datasets from diverse sources, ensurg data accuracy & reliability; communictg complex quant risk concepts to non-tech stakeholders in written reports/presentns; devisg new risk assessmt methodlgs, explorg unconventnl data sources & adapting stratgs to address evolvg mkt conditns. Must pass firm's reqd skills assmt. Base pay: $150k-$225k/year (does not incl. other forms of comp/benefits). Note Hybrid work attend policy:

In-office work reqd at below office address on collab days based on each team's reqmt; remote work allowed rest of month. Send resume to TS-Postingtwosigma.com or mail to TS/HR Dept, Two Sigma Investments LP, 100 6 Ave, 16 Fl, NY, NY 10013. Ref Job ID 12629 T Jobs.

Keywords: Risk Manager, Location: New York, NY - 10013