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