Quantitative Risk Modeling Manager

📋 Description

• Design Global Liquidation Engine using stochastic control models.
• Optimize liquidation across venues to reduce market impact.
• Build crisis-ready execution algorithms for stressed regimes.
• Develop portfolio-level unwind logic using risk sensitivities.
• Define liquidity-focused market microstructure and reg concerns.
• Lead cross-functional projects with Product, Eng, Data Science.

🎯 Requirements

• Education: PhD or MS in Physics, Math, Stats, FE, or CS.
• 6+ years with PhD; 8+ years with MS in relevant field.
• Industry background in CRB trading, CCP/Prime Broker, or market making.
• Technical: Almgren-Chriss, Order Book Dynamics, cross-margining.
• Coding: Production-level Python; deploy models with APIs.
• Soft skills: lead cross-functional projects; communicate findings clearly.

🎁 Benefits

• Equity and bonus eligibility.
• Medical, dental, vision benefits and 401(k).
• Regular team offsite events and collaboration.