Quantitative Risk Modeling Manager

A company is looking for a Quantitative Risk Modeling Manager. Key Responsibilities Design and develop optimal liquidation logic and algorithms to manage distressed portfolios Build execution algorithms for crisis scenarios and portfolio-level unwinds based on risk sensitivities Collaborate on market microstructure and regulatory compliance related to liquidation processes Required Qualifications Ph.D. or Master's degree in a quantitative field (Physics, Mathematics, Statistics, Financial Engineering, or Computer Science) 6+ years of relevant experience with a Ph.D. or 8+ years with a Master's degree Experience in execution trading quant, default management risk quant, or electronic market making Deep understanding of Almgren-Chriss frameworks and order book dynamics Proficiency in Python and experience deploying quantitative models into production environments