Manager / Senior Quantitative Risk Pricing, Factor Models & Risk Framework
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Overview
Remote
On-site
Compensation
$225,000-$225,000/year
Job Description
Title: Manager / Senior Quantitative Risk Pricing, Factor Models & Risk FrameworkOffice Status: Hybrid New York, NY (4 Days Onsite)Base Salary: $225k $275k + BonusOverview: This is a senior quantitative risk opportunity at a well-established, high-performance quantitative trading firm, focused on building and overseeing a comprehensive risk framework for a newly launching asset management business. The role carries genuine build mandate responsibility developing firm-wide risk factor and exposure models, designing pricing frameworks, enhancing VaR and stress testing infrastructure, and establishing governance standards from the ground up. Pricing models and factor model expertise are the top priorities for this hire. It's an ideal fit for a seasoned quantitative risk professional with a multi-strategy background who is ready to take ownership of a risk framework build-out and operate as an independent, senior voice in a fast-paced, intellectually rigorous environment.Key Responsibilities:
- Develop and oversee firm-wide risk factors and exposure models including custom and strategy-specific factors across a multi-strategy portfolio
- Design, implement, and maintain pricing models for risk and performance analysis including P&L attribution and performance statistics
- Enhance VaR models and stress calculations across cross-asset products as markets and strategies evolve
- Build and maintain liquidity metrics including crowding measures, stress liquidity, market impact, and turnover analysis
- Perform cross-strategy and cross-portfolio risk aggregation, exposure analysis, and concentration monitoring
- Conduct and review stress testing and scenario analysis using both historical events and forward-looking scenarios
- Monitor real-time and end-of-day risk metrics;escalate material issues and provide actionable guidance to trading and research teams
- Partner with trading and research teams while maintaining independent risk oversight and credible challenge
- Drive improvements to risk infrastructure, data quality, and analytics tooling
- Present risk assessments and findings to senior management and firm leadership
- Build out governance standards, risk policies, and framework documentation as part of the new business launch
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FAQs About Manager / Senior Quantitative Risk Pricing, Factor Models & Risk Framework Jobs at Madison-Davis
What is the work location for this position at Madison-Davis?
This job at Madison-Davis is located in New York, NY, according to the details provided by the employer. Some roles may also include multiple work locations depending on the requirement.
What pay range can candidates expect for this role at Madison-Davis?
Candidates can expect a pay range of $225,000 and $225,000 per year.
What employment applies to this position at Madison-Davis?
The employer has not provided this information. This may be discussed during the hiring process.
What is the process to apply for this position at Madison-Davis?
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