Quantitative Risk Engineer Electronic Trading & Factor Models
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Overview
Remote
On-site
Compensation
$200,000-$200,000/year
Job Description
Title: Quantitative Risk Engineer Electronic Trading & Factor ModelsOffice Status: Hybrid New York, NYBase Salary: $200k $300k + BonusOverview: This is a high-impact Risk Engineer opportunity at one of the world's most sophisticated algorithmic trading firms, offering a rare combination of quantitative model development, risk infrastructure build-out, and cross-asset exposure across equities, fixed income, commodities, and credit. The role carries a wide mandate spanning factor risk model development, tail risk estimation, performance analytics, and production codebase ownership within a fast-paced, intellectually rigorous environment built on scientific rigor and cutting-edge technology. It's an ideal next move for a quantitative analyst who wants to go deep on risk modeling while working alongside some of the sharpest minds in electronic trading.Key Responsibilities:
- Build and enhance in-house factor risk models across multiple asset classes including interest rates, commodities, credit, and equities
- Customize and evaluate vendor market risk models;research and develop new models to address evolving trading and risk management challenges
- Work with risk managers to enhance tail risk estimation for historical and hypothetical stress scenarios
- Ingest, evaluate, and transform large datasets relevant to risk and performance analysis
- Design and implement state-of-the-art performance analytics and risk decomposition applications
- Collaborate with developers to productionize risk models and risk management tools;enhance and maintain the risk production codebase
- Communicate effectively with investment teams on risk findings, model outputs, and analytical insights across all levels of the organization
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FAQs About Quantitative Risk Engineer Electronic Trading & Factor Models 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 $200,000 and $200,000 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.
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