Risk Engineer

Responsibilities

• Build and enhance in-house factor risk models for various asset classes including interest rates, commodities, credit, and 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
• 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
• Strong cross-functional communication skills

Preferred Qualifications

• Advanced degree in a quantitative field
• Experience with fixed income, commodities, credit, or options

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, where researchers are at the forefront of innovation in algorithmic trading.