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Hudson River Trading is a multi-asset class quantitative trading firm.
(more about Hudson River Trading)Risk Manager - Fixed Income, Currency & Commodities
Hudson River Trading is hiring a Fixed Income, Currency & Commodities Risk Manager for its NYC office. You will be responsible for monitoring, managing, and communicating market and liquidity risk across multiple asset classes and geographies. You will be tasked with owning and managing all aspects of risk faced by the firm, while gaining exposure to the fast-paced world of automated trading and the opportunity to work with exceptionally talented people from all aspects of the business.
This will be a challenging role with a wide remit and would suit a highly motivated candidate with a solid understanding of the importance of risk management within a trading environment. The right candidate will be equally comfortable working alone or as part of a wider team and will have the ability to pick up new concepts quickly.
Responsibilities
- Monitor market risk, operational and liquidity risk, and work with Execution Trading to take remedial measures in case of a breach
- Design new risk controls for systematic macro strategies that appropriately control market, operational, and funding risk without disrupting trading activity
- Analyze historical measures in order to calibrate thresholds
- Onboard new strategies, assess the relevant risks to the firm, and implement appropriate risk metrics
- Investigate the source of risk limit breaches and coordinate with operations and trading teams to resolve them
- Assist in designing new tools for online performance
- Evaluate bespoke trading opportunities
- Work on tactical projects with finance, operations, and engineering
- Handle data analysis and classification of all our single-asset and portfolio-based portfolio limits
- Design metrics to detect disorderly trading
Qualifications
- B.S. in Mathematics, Physics, Economics, Computer Science, Electrical Engineering or Statistics
- 2-5 years of experience as a Risk Manager focused on fixed income, currency, or commodities
- Experience working in an investment bank, hedge fund, or asset manager required
- Knowledge of arbitrage trading, treasury basis and funding spread trades, timing strategies based on yield curve modeling, and long/short hedge fund strategies
- Good knowledge of Python, Linux, SQL
- Ability to communicate effectively with stakeholders across the firm including traders, operations, and other risk managers
- Excellent written and verbal communication skills
Annual base salary range of $150,000 to $250,000. Pay (base and bonus) may vary depending on job-related skills and experience. A sign-on and discretionary performance bonus may be provided as part of the total compensation package, in addition to company-paid medical and/or other benefits.
Culture
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. Our researchers are at the forefront of innovation in the world of algorithmic trading.
At HRT we welcome a variety of expertise: mathematics and computer science, physics and engineering, media and tech. We’re a community of self-starters who are motivated by the excitement of being at the cutting edge of automation in every part of our organization—from trading, to business operations, to recruiting and beyond. We value openness and transparency, and celebrate great ideas from HRT veterans and new hires alike. At HRT we’re friends and colleagues – whether we are sharing a meal, playing the latest board game, or writing elegant code. We embrace a culture of togetherness that extends far beyond the walls of our office.
Feel like you belong at HRT? Our goal is to find the best people and bring them together to do great work in a place where everyone is valued. HRT is proud of our diverse staff; we have offices all over the globe and benefit from our varied and unique perspectives. HRT is an equal opportunity employer; so whoever you are we’d love to get to know you.