Wehrtyou
Risk Engineer
New York, NY, United States
Sponsorship not specified$200k-$300kDetected 29 days ago
PythonLinuxStatisticsResearchCommunication
About the role
- Hudson River Trading (HRT) is seeking a Risk Engineer to join our Risk team in New York City.
- 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, including interest rates, commodities, credit, and equities
- Research and build new models to address trading and risk management challenges
- Design and implement state-of-the-art performance analytics and risk decomposition applications
- Enhance and maintain the risk production codebase
Requirements
- 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
- so whoever you are we'd love to get to know you.
- B.S. in Mathematics, Physics, CS, or Statistics; advanced degree a plus
- 5 years of experience as a quantitative analyst at a hedge fund, institutional asset manager, or investment bank; experience with fixed income, commodities, credit, or options is preferred
Nice to have
- advanced degree a plus
- experience with fixed income, commodities, credit, or options is preferred
- B.S. in Mathematics, Physics, CS, or Statistics
- 5 years of experience as a quantitative analyst at a hedge fund, institutional asset manager, or investment bank
Skills
- Use of AI tools during interviews or assessments is strictly prohibited, unless otherwise instructed or agreed upon.
Compensation
- The estimated base salary range for this position is 200,000 to 300,000 USD per year (or local equivalent).
Company info
- 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.
- Feel like you belong at HRT?
- 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.
- HRT is an equal opportunity employer; so whoever you are we'd love to get to know you.
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