Quant Analyst

Risk Openings Chicago, Illinois


Description

How You Can Make An Impact 

As a Quantitative Analyst, you will play a key role in supporting our global risk and operations teams. The ideal candidate has a strong technical background and interest in the derivatives markets.

  • Develop a strong understanding of our proprietary systems
  • Evaluate our current workflow and propose solutions to increase efficiency with a strong emphasis on process automation
  • Create tools and dashboards for internal trade monitoring 
  • 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
  • Work directly with traders and senior management on escalated risk issues
  • Perform risk and performance studies with moderate scripting and statistical analysis
  • Perform daily trading reconciliations and other post-trade activities, including investigating and identifying the root cause of trade breaks
  • Partner with our accounting department to ensure that they receive detailed reconciliation reports
  • Manage external vendor relationships
  • Manage ad hoc projects and requests on a day-to-day basis

What You'll Need 

  • An advanced degree in a STEM-related field of study  highly-preferred
  • Prior risk desk or operations experience in a proprietary trading or similar financial services firm required
  • Strong programming skills in Python and R required
  • Understanding of futures and derivatives trading (Fixed Income, FX, Equities, Commodities, etc.) and their Greeks required 
  • 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)
  • 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 proprietary 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 attract 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.