Sr. Quantitative Risk Analyst

Geneva Trading USA, LLC seeks Sr. Quantitative Risk Analyst at its facility located at 190 S LaSalle Street, Suite 1800, Chicago, IL  60603.

JOB DESCRIPTION:

Design new risk controls for trading and develop quantitative and machine learning models to evaluate risks and identify opportunities.  Monitor risk on a real-time basis, leveraging our monitoring and analysis framework to identify and communicate important risk-related information to traders and management.  Use sound judgment and decision-making ability to challenge assumptions and enforce risk limits.  Build and maintain dashboards using Python and R to monitor and analyze firm-wide exposures.  Manage energy trading risk, develop new risk models, and optimize data processes for efficient risk modeling.  Research and onboard new products and strategies traded by teams.  Conduct academic research to analyze and optimize risk tools, such as VaR, stress tests, and options profiles.  Develop and mentor junior members of the risk team.

REQUIREMENTS:

This position requires a Master’s degree, or foreign equivalent in Finance, Economics, Statistics, Mathematics or a related field, plus 3 years of experience as a Quantitative Risk Analyst or related occupation in the trading industry.  Additionally, the applicant must have employment experience with: (1) Understanding futures and derivatives trading (Fixed Income, FX, Equities, Commodities, etc.) and their Greeks for the purpose of market hedging; (2) Utilizing techniques including Historical Simulation, VaR, Scenario Analysis/Stress Testing, Greeks, and Option profiles to evaluate and represent a market risk; (3) Implementing statistical methods and employing optimization libraries and statistical packages including R; (4) Develop and cross-validate R and Python projects to facilitate research and analysis in different projects; (5) Working with kdb/Q to examine market bid, ask, and volume; (6) Manage code check-in and pull-requests to improve programming code-base; (7) Utilizing statistical methods including reading and replicating vendor white papers to perform various research and projects; (8) Employing optimization libraries and statistical packages from R and Python; and (9) Fetch data from multiple databases including SQL and Bloomberg for analysis and research purpose.

RATE OF PAY: $114,171 per year

BENEFITS: Medical; HSA; Dental; Short and Long-Term Disability; Basic and Voluntary Life and AD&D; Employee Assistance Program; FSA; Commuter Benefits, Retirement Savings.