We are looking for an experienced Portfolio Risk Specialist to lead and grow the Risk Management Team at Trexquant. In this role, you will be responsible for enhancing our risk management platform, developing key metrics for risk analysis, and proposing and implementing risk mitigation tactics and processes as the notional footprint and number of asset classes in our quantitative portfolio continue to grow.
Responsibilities
- Oversee and analyze risk factor exposures and trends across company portfolios in global markets
- Develop and manage automated risk models across all traded asset classes, including equities, credit, options, and futures, as well as at the portfolio level
- Design stress-test experiments and present results to senior research team members to broaden our risk considerations across various markets
- Partner with the Strategy, Execution, and Capital Allocation teams to develop and implement enhanced risk policies and ensure optimal risk management
- Collaborate with providers on macro market risk considerations, efficient margin policies, and counterparty exposure
- Present risk metrics and escalations to senior management and the investment committee to support timely decisions on shifting risk dynamics
Requirements
- Bachelor’s, Master’s, or Ph.D. degree in Mathematics, Statistical Modeling, Computer Science, or another related STEM field
- 5+ years of experience in portfolio risk management, with exposure to cross-asset portfolios
- Prior experience at a quantitative hedge fund, bank, or multi-manager platform (preferred)
- Strong quantitative skills with exceptional attention to detail
- Proficiency in Python
Benefits
Benefits
- Competitive salary plus 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
- Pre-tax commuter benefits
- Weekly company meals
Trexquant is an Equal Opportunity Employer
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What We Do
Being a quantitative finance firm that uses Machine Learning (ML) to create multi-asset portfolios and seek profit from the market, Trexquant has continuously improved its investment and research platform since starting operations, leveraging new and emerging technologies. Trexquant uses rigorous quantitative methods to create multi-asset portfolios in global markets. To do this, Trexquant develops trading signals using its vast and continuously growing collection of data variables used as inputs for more complex trading models called Strategies. The result is an ever-growing and adapting engine built from thousands of intricate models and tens of thousands of signals, tailor-made with the goal to outperform the market during any condition. Capital is managed across 5,500+ cash equity positions across the United States, Europe, Japan, Australia, and Canada.
