Wehrtyou

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.

This listing is sourced directly from Wehrtyou's careers page and normalized into a canonical job model.