Quant Risk Analyst Quant Risk Analyst …

Verition Fund Management LLC
in New York, NY
Permanent, Full time
Last application, 12 Apr 21
Salary and discretionary bonus
Verition Fund Management LLC
in New York, NY
Permanent, Full time
Last application, 12 Apr 21
Salary and discretionary bonus
The Quant Risk Analyst will join the Risk Management team, focused on interest rates.

Qualifications:

  • Familiarity with the relevant models within rates
  • Familiarity with the various instruments and strategies within Interest Rates universe, e.g.  Swaps, Swaptions, Repos, Futures, Treasuries, etc.
  • Applicable experience on a trading desk, risk desk or quant desk
  • Strong academic background in financial engineering

 

Responsibilities:

Work with portfolio managers, risk team and external vendors to:

  • Develop relevant models to measure risk
  • Determine which model is best to choose
  • Develop meaningful stress tests
  • Determine risk limits for the portfolio managers
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