High Frequency Trading Risk Associate

  • £80k - 120k per year + bonus
  • Londres, Angleterre, Royaume-Uni
  • CDI, Plein-temps
  • GQR Global Markets
  • 13 sept. 17

Our award winning client seeks a Quantitative Risk Associate with a strong background in programming, to work closely with portfolio managers, risk management, and the core engineering team within a High-Frequency Trading Fund.

Risk Associate / High frequency trading / London / Quantitative


Responsibilities:
 


The key responsibilities will include developing automated risk analytics and providing real-time risk oversight, focusing on quantitative execution risk, market risk, and operational risk. The Associate will be responsible for: 

  • Developing and maintaining automated risk applications for portfolio risk regime monitoring and reporting (market risk, liquidity risk, concentration risk, and regulatory capital calculations)
  • Monitoring the trading strategies across all markets and asset classes during European market trading hours
  • Controlling, in real-time, both execution risk and market risk utilisation of all strategies, as well as escalating and reporting risk-related issues in a timely manner
  • Working closely with portfolio managers, traders, and the core engineering team to respond effectively to risk limit violations and unusual trading behaviour
  • Collaborating with the engineering team, exchanges, prime brokers, and clearers to identify and resolve trading related issues
  • Assisting the risk management and core engineering teams to enhance proprietary risk systems
  • Providing ad-hoc risk analysis and back-testing on a regular basis
  • Interacting continuously with global risk team 
  • Working closely with the business management team to provide risk support and advisory, as appropriate

Requirements:


The ideal candidate will have: 

  • Strong quantitative skills with programming experience in Python
  • Proven experience in a front-office quantitative risk, market risk, or operational risk role
  • Exposure to electronic execution gained with a quantitative proprietary trading group, systematic hedge fund manager, or from a sell side front-office facing role
  • Experience with low-latency execution and systematic quantitative strategies (a plus)
  • Working knowledge of risk controls across all asset classes, as well as general understanding of derivatives (a plus)
  • An understanding of exchange-specific rules and procedures (a plus)
  • The ability to manage multiple tasks in a fast-paced environment
  • Strong problem-solving skills and attention to detail
  • Excellent communication skills, both written and spoken
  • University degree (BSc, MSc)