Senior Quant Risk Analyst

Corporate Openings Chicago, Illinois


How You Can Make An Impact 

We are looking for a Senior Quantitative Risk Analyst to join our team. The right candidate will lead the development and application of analytical tools and techniques to enhance our robust risk management framework.  This role will report to the Chief Risk Officer and work closely with other members of the risk team and traders.

  • 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
  • Model, analyze, and optimize risk tools, such as VaR and stress tests
  • Develop and implement analytical risk models to provide insight into the firm’s various trading activities
  • Interpret and utilize quantitative results from risk reporting efforts and communicate these effectively
  • Use sound judgment and decision-making ability to challenge assumptions and enforce risk limits 
  • Work directly with traders and senior management on escalated risk issues
  • Engage with trading teams to understand and model their approach to risk
  • Perform risk and performance studies using SQL, Excel, and R/Python, often with extensive scripting and statistical analysis
  • Maintain an ongoing understanding of trends and concerns in the markets and how they relate to current positions and strategies
  • Develop and mentor junior members of the risk team

What You'll Need 

  • Advanced degree in a STEM field of study
  • 5+ years of programming experience with R, Python, and SQL, preferably in a Linux environment
  • 5+ years of experience leading to a 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.
  • Modern practices such as Collective Code Ownership is highly preferred
  • Web framework experience is a strong plus
  • CFA or FRM certifications preferred
  • Knowledge of US, European, and Asian derivatives markets
  • A deep understanding of statistical methods and experience employing optimization libraries and statistical packages (R, Python, or Matlab)

Who We Are 

Geneva Trading LLC is a global principal trading firm founded in 1999 with offices in Chicago and Dublin. Our dedication to improving and optimizing 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. 

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.