01Overview
We are looking forward for a suitable candidate for the Senior position of Senior Quantitative Risk Manager and Model Validation role.
Key Responsibilities
- Market Risk Management: Design, implement, and monitor real-time risk frameworks encompassing factor exposures, beta neutrality, tail risk and liquidity constraints.
- Model Validation: Conduct rigorous, independent reviews of quantitative models (including structural time series, volatility, and deep learning models). Challenge underlying assumptions and validate the mathematical soundness of alpha signals.
- System Integration: Collaborate closely with quantitative developers to ensure risk algorithms and circuit breakers are seamlessly integrated into our trading engine.
- Performance Analytics
- Regulatory & Fund Alignment: Ensure risk methodologies align with institutional fund requirements, structural mandates, and regulatory frameworks, if any.
Qualifications
- Academic Excellence: Masters/PhD in Physics, Applied Mathematics, Statistics, Quantitative
Finance, or a similar discipline from leading institutes.
- Industry Experience: ideally 5+ years of hands-on experience in market risk, model validation, or quantitative research at a top-tier proprietary trading firm, hedge fund, or investment bank.
- Technical Proficiency: Deep understanding of stochastic calculus, advanced statistical learning, and modern machine learning models/paradigms. Ability to read and review production-level code (C#, Python, or C++).
- Philosophical Alignment: A relentless commitment to first-principles thinking and a highly sceptical approach to backtest results and model capacity.
Shirin
8369906992 .
