Role Overview:As a Senior Market Risk Analyst, you will be responsible for overseeing and supporting the Risk function across power, gas, capacity, ancillary, transmission, and renewable markets in various ISOs.<ul><li>Calculate PL advanced analytics related to options, PPA valuation, and structured deal valuation.</li><li>Assess Potential Future Exposure of the portfolio and specific Origination deals.</li><li>Monitor and report on traded and non-traded positions, daily PL and VaR calculations, and risk limits.</li><li>Develop and test new risk reporting templates to meet business requirements.</li></ul>Skills and Experience Required:<ul><li>7-10 years of experience in Pricing, Trading, Analytics, or Risk roles, preferably in US Retail Power or Commodities.</li><li>Bachelor's Degree required; Master's preferred.</li><li>Intermediate to advanced options experience.</li><li>Advanced understanding of risk concepts such as volatility, correlation, and VaR.</li><li>Proficiency in performing VaR calculations.</li><li>Advanced Excel skills, including lookups, pivot tables, and database integration.</li><li>Database experience.</li><li>Intermediate to advanced programming skills (VBA, Python, SQL, etc.).</li><li>Knowledge of ETRM systems and deal flow.</li><li>Strong attention to detail, accuracy, and completeness.</li><li>Excellent communication skills and assertiveness.</li></ul>

Risk Analyst - Volatility Selby Jennings Manhattan, United States  Apply now     Posted 6 days ago In-Office Job Permanent USD160000 - USD200000 per year + bonus    Risk Analyst - Volatility Selby Jennings Manhattan, United States  Apply now
A Multi Strategy Hedge Fund is hiring a Risk Analyst to cover the Volatility business in NYC.
A Multi Strategy Hedge Fund is hiring a Risk Analyst to cover the Volatility business in NYC.
This is a specialized role, working exclusively to cover multiple volatility strategies (Vol Arbitrage, Macro Vol, Rates + FX Vol, Options Market Making, Dispersion, etc.) and contributing to a culture that enhances smart risk-taking across the business.
Broad experience with multi-asset derivatives is a must, and specialization in Volatility Derivatives or Exotic Equity/Rates derivatives will be a huge plus.
For any candidate looking to join a top performing fund and leverage their derivatives and volatility knowledge, this is a great opportunity. This hire will work closely with senior risk managers as well as the business, so strong communication is essential.
Qualifications:
4+ years of experience in market risk management/derivative pricing
Familiarity with volatility modelling + vol surface construction across products and asset classes
Proficiency in Python + SQL; experience with Java preferred
Specialization in Vol Derivatives, Equity/Rates Exotics pricing, Macro Vol strategies, Vol Arbitrage, and Dispersion strongly preferred
We support the Financial Sciences & Services industry with talent that can truly shape the future of a business.Whether that be Quantitative Analyti...  Director - Interest Rate Risk (IRRBB) Selby Jennings Manhattan, USA
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Position Overview: Selby Jennings is partnered with one of the world's largest independent commodities trade houses to source talent for a Sr. Quantitative Risk Analyst. This position will work directly with the front office, business heads, and the trading desk in order to assess, develop, and implement risk models to support their functions. Key Responsibilities: <ul><li>Design and execute quantitative risk models and metrics to support trading operations. </li><li>Assume responsibility for models, ensuring accurate position assessment with a deep understanding of contract maturity behavior and seasonality. </li><li>Verify the accuracy and consistency of forward curves and implied volatility surfaces by comparing them to market values and settlements. Develop and monitor in-house forward curves, implementing front-to-back office solutions for market assessment. Ongoing curve monitoring includes proper treatment of curve expiry and calendar rolls. </li><li>Provide backup support for Middle Officers in PnL and Position reporting, demonstrating initiative in collaboration with front office, IT, Ops, Accounting, and Finance, as needed. </li><li>Optimize and enhance processes, including data quality checks, through automation of operations. </li><li>Undertake special risk assessment assignments as required for structured and bespoke transactions. </li><li>Evaluate high-risk concentrations/limit breaches and communicate findings to the Head of Risk and Senior Management. </li><li>Aggregate data from diverse sources and uphold disciplined data science practices. </li> </ul>Qualifications: <ul><li>Possess a minimum of 3-5 years' experience in a quantitative role within a trading environment. Consideration may be given to candidates with less experience if they demonstrate a strong application of quantitative theory and hold an advanced degree from a top-tier University/Grande Ã?cole. </li><li>Hold a university degree in a numerate discipline (STEM), with a graduate degree being advantageous. </li><li>Proficient in handling large datasets and databases, with knowledge of SQL. </li><li>Proficiency in at least one programming language/software, with preference given to languages such as Visual Basic, Python, C+/C#, and R. </li><li>Experience or advanced knowledge of programming concepts. </li><li>Demonstrated ability to work effectively in a team environment and communicate work effectively. </li><li>Quick learner with strong attention to detail. </li><li>Familiarity with MS Office, advanced Excel user. </li><li>Desired finance and business acumen. </li><li>Advanced knowledge of derivatives/options, real options, financial mathematics, and statistics. </li><li>Proactive and self-motivated. </li><li>Strong verbal and written presentation skills. </li> </ul>If you are interested in the Sr. Quantitative Risk Analyst position, then please don't wait to apply! #J-18808-Ljbffr

A growing Hedge Fund Managed Account Platform is looking to grow their client-facing Quantitative Risk Analytics team here in NYC. The platform utilizes proprietary technolgy and provides performance and risk analytics across active investment strategies for their investors. Responsibilities include developing and enhancing risk factor models and performance analytics, analyzing and executing hedge strategies and portfolio rebalancing, and providing portfolio construction advice to external investors and managers. This is a growth hire to join a very lean, client-facing team that wears multiple hats across the business. It's a great opportunity for anyone from a buyside or sellside risk modelling background to gain unique perspective on the market and work directly with investors and fund managers. Requirements: <ul><li>1-5 years in a quantitative risk modelling position</li><li>Experience developing parametric/analytical VaR models, enhancing risk factor models, researching custom factors and fund specific risk + performance analytics </li><li>Multi asset experience with Equity + Fixed Income strategies </li><li>Familiarity with Axioma, MSCI Barra, BlackRock Aladdin, and other third party factor models </li><li>Proficiency in Python, Java, and KDB</li><li>Excellent communication to interface with clients</li></ul>
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I'm collaborating with a leading proprietary trading company which is currently expanding its presence in the energy sector. As a result, they are actively looking to enhance their risk and quant teams to better support their traders. This firm engages in trading various asset classes such as Fixed Income, ETFs, Equities, FX, Commodities, and Energy across global markets. Presently, they are in search of a Risk Analyst with 5 - 7 years of experience to join their Risk team. In this role, you will be involved in analyzing a diverse range of asset classes within the business, refining their risk systems, methodologies, and limits. There's also an opportunity for growth into risk management responsibilities, which include monitoring market trends and risk factors across portfolios, assessing new trade/strategy concepts, and engaging in communication with traders and senior management. Responsibilities <ul> <li>Develop and launch risk dashboards to enhance transparency across various business lines</li> <li>Enhance and refine tools, and customize models for effective risk management</li> <li>Validate and bolster risk models, methodologies, and management reports</li> <li>Engage proactively in overseeing risk processes (control, monitoring, tracking)</li> <li>Contribute to various risk management endeavors, potentially encompassing market and risk monitoring tasks</li> </ul> Required <ul> <li>Understanding of financial markets and instruments, with a preference for familiarity with risk analytics and pricing.</li> <li>Proficiency in programming or scripting languages such as Python, R, VBA, or similar is essential.</li> <li>Capable of analyzing and handling large datasets effectively.</li> <li>Skilled in managing both tactical and strategic initiatives amidst shifting priorities.</li> </ul>
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A pioneering multi-billion dollar Credit Hedge Fund is hiring a Quant Risk Analyst in their NYC office. The fund has been an industry leader with over 10+ years in Credit RV, Credit L/S, Capital Structure Arbitrage, and Credit Derivatives prop trading and investment strategies. The tight-knit team in NYC is expanding with this newly created quantitative risk position reporting directly to the CRO. Diverse product coverage across the capital structure is ideal. The fund wants this hire to work closely with front office quants and PMs to develop custom risk/pricing models and analytics to influence portfolio construction and hedge strategy. Since the team is tight-knit, this risk hire will also function as a quant/investment strategist and advise front office teams. <h3>Requirements:</h3> <ul> <li>2-5 years of quantitative risk/research experience</li> <li>Master's or PhD in a quantitative discipline</li> <li>Product knowledge: HY/IG Credit, CDS/CDX, Global Equities, Equity Derivatives, Rates Derivatives</li> <li>Experience developing risk and pricing models as well as desk tools and dashboards for PMs</li> <li>Proficiency in Python and SQL</li> </ul>
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I'm collaborating with a leading proprietary trading company which is currently expanding its presence in the energy sector. As a result, they are actively looking to enhance their risk and quant teams to better support their traders. This firm engages in trading various asset classes such as Fixed Income, ETFs, Equities, FX, Commodities, and Energy across global markets. Presently, they are in search of a Risk Analyst with 5 - 7 years of experience to join their Risk team. In this role, you will be involved in analyzing a diverse range of asset classes within the business, refining their risk systems, methodologies, and limits. There's also an opportunity for growth into risk management responsibilities, which include monitoring market trends and risk factors across portfolios, assessing new trade/strategy concepts, and engaging in communication with traders and senior management. Responsibilities <ul> <li>Develop and launch risk dashboards to enhance transparency across various business lines </li> <li>Enhance and refine tools, and customize models for effective risk management </li> <li>Validate and bolster risk models, methodologies, and management reports </li> <li>Engage proactively in overseeing risk processes (control, monitoring, tracking) </li> <li>Contribute to various risk management endeavors, potentially encompassing market and risk monitoring tasks </li> </ul> Required <ul> <li>Understanding of financial markets and instruments, with a preference for familiarity with risk analytics and pricing. </li> <li>Proficiency in programming or scripting languages such as Python, R, VBA, or similar is essential. </li> <li>Capable of analyzing and handling large datasets effectively. </li> <li>Skilled in managing both tactical and strategic initiatives amidst shifting priorities. </li> </ul>#J-18808-Ljbffr

A pioneering multi-billion dollar Credit Hedge Fund is hiring a Quant Risk Analyst in their NYC office. The fund has been an industry leader with over 10+ years in Credit RV, Credit L/S, Capital Structure Arbitrage, and Credit Derivatives prop trading and investment strategies. The tight-knit team in NYC is expanding with this newly created quantitative risk position reporting directly to the CRO. Diverse product coverage across the capital structure is ideal. The fund wants this hire to work closely with front office quants and PMs to develop custom risk/pricing models and analytics to influence portfolio construction and hedge strategy. Since the team is tight-knit, this risk hire will also function as a quant/investment strategist and advise front office teams. <h3>Requirements: </h3> <ul> <li>2-5 years of quantitative risk/research experience </li> <li>Master's or PhD in a quantitative discipline </li> <li>Product knowledge: HY/IG Credit, CDS/CDX, Global Equities, Equity Derivatives, Rates Derivatives </li> <li>Experience developing risk and pricing models as well as desk tools and dashboards for PMs </li> <li>Proficiency in Python and SQL </li> </ul>#J-18808-Ljbffr

Position Overview: Selby Jennings is partnered withone of the world's largest independent commodities trade houses to source talent for a Sr. Quantitative Risk Analyst. This position will work directly with the front office, business heads, and the trading desk in order to assess, develop, and implement risk models to support their functions.Key Responsibilities:<ul><li>Design and execute quantitative risk models and metrics to support trading operations.</li><li>Assume responsibility for models, ensuring accurate position assessment with a deep understanding of contract maturity behavior and seasonality.</li><li>Verify the accuracy and consistency of forward curves and implied volatility surfaces by comparing them to market values and settlements. Develop and monitor in-house forward curves, implementing front-to-back office solutions for market assessment. Ongoing curve monitoring includes proper treatment of curve expiry and calendar rolls.</li><li>Provide backup support for Middle Officers in PnL and Position reporting, demonstrating initiative in collaboration with front office, IT, Ops, Accounting, and Finance, as needed.</li><li>Optimize and enhance processes, including data quality checks, through automation of operations.</li><li>Undertake special risk assessment assignments as required for structured and bespoke transactions.</li><li>Evaluate high-risk concentrations/limit breaches and communicate findings to the Head of Risk and Senior Management.</li><li>Aggregate data from diverse sources and uphold disciplined data science practices.</li></ul>Qualifications:<ul><li>Possess a minimum of 3-5 years' experience in a quantitative role within a trading environment. Consideration may be given to candidates with less experience if they demonstrate a strong application of quantitative theory and hold an advanced degree from a top-tier University/Grande Ã?cole.</li><li>Hold a university degree in a numerate discipline (STEM), with a graduate degree being advantageous.</li><li>Proficient in handling large datasets and databases, with knowledge of SQL.</li><li>Proficiency in at least one programming language/software, with preference given to languages such as Visual Basic, Python, C+/C#, and R.</li><li>Experience or advanced knowledge of programming concepts.</li><li>Demonstrated ability to work effectively in a team environment and communicate work effectively.</li><li>Quick learner with strong attention to detail.</li><li>Familiarity with MS Office, advanced Excel user.</li><li>Desired finance and business acumen.</li><li>Advanced knowledge of derivatives/options, real options, financial mathematics, and statistics.</li><li>Proactive and self-motivated.</li><li>Strong verbal and written presentation skills.</li></ul>If you are interested in the Sr. Quantitative Risk Analyst position, then please don't wait to apply!
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