Quantitative Risk Modeling Manager
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A company is looking for a Quantitative Risk Modeling Manager.
Key Responsibilities
Design and develop optimal liquidation logic and algorithms to manage distressed portfolios
Build execution algorithms for crisis scenarios and portfolio-level unwinds based on risk sensitivities
Collaborate on market microstructure and regulatory compliance related to liquidation processes
Required Qualifications
Ph.D. or Master's degree in a quantitative field (Physics, Mathematics, Statistics, Financial Engineering, or Computer Science)
6+ years of relevant experience with a Ph.D. or 8+ years with a Master's degree
Experience in execution trading quant, default management risk quant, or electronic market making
Deep understanding of Almgren-Chriss frameworks and order book dynamics
Proficiency in Python and experience deploying quantitative models into production environments