Design and implement optimization models to generate investment signals and maximize portfolio returns, while accounting for risk and trading costs. Use statistical methods to analyze market data, evaluate investment performance, and identify trends and patterns. Develop algorithms to identify and exploit market inefficiencies and design trading systems to implement such algorithms. Design and implement predictive models to forecast market movements and incorporate these models into investment strategies. Conduct independent research and collaborate with team members to identify and develop new investment strategies, including identifying new data sources and using advanced analytics techniques. Use statistical and other quantitative methods to evaluate portfolio risk and develop risk management strategies, including stress testing and scenario analysis. Evaluate and refine risk models to accurately capture the risk profile and meet industry best practices. Develop and maintain models to quantify and manage risk across investment strategies, including market risk, credit risk, and counterparty risk. Analyze portfolio risk and performance, identify key drivers of risk, and work with portfolio managers to adjust portfolio composition to align with risk management goals. Conduct stress testing and scenario analyses to evaluate portfolio performance under various market conditions and identify potential vulnerabilities. Work with portfolio managers to develop and implement risk management strategies, including hedging and other risk mitigation techniques. Monitor risk exposure, including exposure to specific securities, sectors, and asset classes, and develop strategies to mitigate potential risks. Work with pricing and risk analytics; rates and FX derivatives; volatility products; ETL tools; and SQL, Python, and C#.REQUIREMENTS: Master’s degree in Financial Engineering or related field of study, plus one (1) year of experience with pricing and risk analytics; rates and FX derivatives; volatility products; ETL tools; and SQL, Python, and C#.

Minimum Salary: 100,000 Maximum Salary: 150,000 Salary Unit: Yearly