Job Title: Central Risk Book Quant Researcher - Equities (VP)
A Tier 1 US Investment bank is seeking an experienced Central Risk Book Quantitative Researcher (VP Level) to join the Equities E-Trading desk. This role will focus on the research, design, and implementation of quantitative models to optimize risk management and improve algorithmic execution strategies. You will also be involved in the development of alpha signals, execution flows, and tools to enhance the performance and efficiency of the central risk book.
Key Responsibilities:
- Conduct quantitative research to develop and implement models for managing the central risk book and optimizing trading strategies.
- Design and implement alpha signals and execution flows to enhance market performance and reduce transaction costs.
- Work with trading, risk, and technology teams to improve execution algorithms and monitor performance.
- Analyze market data to identify inefficiencies and refine trading strategies, ensuring risk is managed within firm limits.
- Build and optimize risk management tools, contributing to real-time trading decisions and performance monitoring.
- Leverage machine learning and statistical techniques to develop advanced market microstructure models.
Qualifications:
- 4-10 years of experience in quantitative research, risk management, or algorithmic trading within equities, ideally in a CRB group.
- Expertise in designing and implementing alpha signals, trading strategies, and risk management models.
- Strong programming skills in Python, C++, KDBq, or Java.
- Advanced degree in a quantitative field (e.g., Mathematics, Financial Engineering, or Computer Science).
- Deep knowledge of financial markets, market microstructure, and electronic trading.
