Risk Engineer at Hudson River Trading | NY, US | Rezi

Risk Engineer at Hudson River Trading

Risk Engineer

Hudson River Trading · NY, US

2 weeks ago

Risk Engineer

Hudson River Trading · NY, US

16 days ago
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About the Role

In this role, you will focus on building out our risk function and managing all aspects of risk faced by HRT. You will gain exposure to the exciting, fast-paced world of electronic trading while collaborating with exceptionally talented people across all aspects of the business. This will be a challenging role with a wide mandate spanning the full remit of HRT’s global trading.

Responsibilities

  • Build and enhance in-house factor risk models for various asset classes, with a particular focus on equities
  • Customize vendor market risk models
  • Research and build new models to address trading and risk management challenges
  • Work with risk managers to enhance tail risk estimation for historical and hypothetical scenarios
  • Ingest, evaluate, and transform large data sets relevant to risk and performance analysis
  • Design and implement state-of-the-art performance analytics and risk decomposition applications
  • Work with developers to productionize risk models and risk management tools
  • Enhance and maintain the risk production codebase
  • Communicate with investment teams

Requirements

  • B.S. in Mathematics, Physics, CS, or Statistics; advanced degree a plus
  • 2 - 5 years of experience as a quantitative analyst at a hedge fund, institutional asset manager, or investment bank
  • Excellent knowledge of linear algebra, applied probability, and statistics
  • Excellent knowledge of Python and Linux
  • Cross-functional communication skills, including the ability to effectively communicate across all levels of an organization

Skills

  • Python
  • Linux
  • Linear algebra
  • Applied probability
  • Statistics

Location

  • New York City

Work Type

  • Full-time

Experience Level

  • 2-5 years

Education Level

  • B.S. in Mathematics, Physics, CS, or Statistics
  • Advanced degree a plus

Salary/Compensations

  • 200,000 to 300,000 USD per year

Benefits

  • Competitive benefits package
  • Discretionary performance-based bonuses

About the Company

  • Hudson River Trading (HRT) brings a scientific approach to trading financial products.
  • We have built one of the world's most sophisticated computing environments for research and development.
  • Our researchers are at the forefront of innovation in the world of algorithmic trading.
  • At HRT we welcome a variety of expertise: mathematics and computer science, physics and engineering, media and tech.
  • We’re a community of self-starters who are motivated by the excitement of being at the cutting edge of automation in every part of our organization—from trading, to business operations, to recruiting and beyond.
  • We value openness and transparency, and celebrate great ideas from HRT veterans and new hires alike.
  • At HRT we’re friends and colleagues – whether we are sharing a meal, playing the latest board game, or writing elegant code.
  • We embrace a culture of togetherness that extends far beyond the walls of our office.
  • Our goal is to find the best people and bring them together to do great work in a place where everyone is valued.
  • HRT is proud of our diverse staff; we have offices all over the globe and benefit from our varied and unique perspectives.

Equal Opportunity

  • HRT is an equal opportunity employer; so whoever you are we’d love to get to know you.