Quantitative Risk Analyst
How You Can Make An Impact
Geneva Trading is seeking a Quantitative Risk Analyst to join our Risk Department in Chicago. This person will play a key role in the trading firm’s dynamic environment. The right candidate will develop and apply analytic tools and techniques to enhance our robust risk management framework. This role will report to the Managing Director of Risk and work closely with other members of the risk team and traders.
- Model, analyze, and optimize existing and new risk tools, such as VaR and stress tests
- Assist in the development and implementation of analytical risk models to provide insight into the firm’s various trading activities
- Monitor risk on a real-time basis, leveraging our monitoring and analysis framework to identify and communicate important risk-related information to traders and management
- Interpret and utilize quantitative results from risk reporting efforts and communicate these effectively
- Work directly with traders and senior management on escalated risk issues
- Perform risk and performance studies using SQL, Excel, and R/Python, often with moderate scripting and statistical analysis
- Maintain an ongoing understanding of trends and concerns in the markets and how they relate to current positioning/strategies
What You'll Need
- Advanced degree in a STEM-related field of study (physics, finance, economics, econometrics, statistics, mathematics, or equivalent experience)
- Understanding of futures and derivatives trading (Fixed Income, FX, Equities, Commodities, etc.) and their Greeks
- Strong working knowledge and hands-on familiarity with a range of techniques to evaluate and represent a market risk, including Historical Simulation, VaR, Scenario Analysis/Stress Testing, Greeks, Option profiles, etc.
- A deep understanding of statistical methods and experience employing optimization libraries and statistical packages (e.g. R, Matlab)
- Strong programming skills in C# or Python
- Experience with kdb/Q is a plus
- Ability to handle high-pressure situations
- Good communication and interpersonal skills
- Desire to work in a fast-paced, collaborative, and entrepreneurial environment
Who We Are
Geneva Trading LLC is a global principal trading firm founded in 1999 with offices in Chicago and Dublin. Our dedication to the improvement and optimization of our best-in-class proprietary technology allows our firm to compete on all levels in the global trading industry. We pride ourselves on a collaborative culture of integrity, trust, passion, and dedication to personal excellence. Our flat organizational structure and casual environment attracts individuals with the drive to innovate and has led to our consistent success.
We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status