Risk Manager - Commodities

Responsibilities

• Design new risk controls for commodities trading strategies including futures relative value and derivative vs. physical
• Advise senior management on new commodities strategies and assess their risk profiles
• Analyze historical measures to calibrate thresholds
• Design and build risk models to reflect commodities product idiosyncrasies like seasonality
• Monitor market, operational, and liquidity risk
• Partner with operations and execution trading teams to resolve risk limit breaches
• Collaborate with Operations to develop and implement new risk monitoring tools
• Evaluate bespoke trading opportunities
• Work on tactical projects with Finance, Operations, and Engineering

Requirements

• 7+ years of experience as a risk manager covering commodities in an investment bank, hedge fund, or asset manager
• Strong understanding of the commodities landscape including futures and physical trading
• Knowledge of relative value hedge fund strategies
• B.S. in mathematics, physics, economics, computer science, electrical engineering or statistics
• Working knowledge of Python, Linux, and SQL
• Excellent written and verbal communication skills

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.