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Quant Risk Manager – HFT – NYC
A global quantitative trading organization is seeking a Quantitative Risk Manager to support its US team in New York City. The firm operates a high-performance electronic trading platform and partners with independent trading teams across global markets.
This role sits close to live trading activity and focuses on monitoring, analyzing, and modeling risk across electronic strategies. The successful candidate will work alongside portfolio managers, traders, technologists, and external counterparties to ensure trading risk is understood, controlled, and continuously improved.
Requirements
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Strong academic background in a quantitative discipline; a postgraduate degree is a plus
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At least 3–6 years of experience in a Risk or Quant role within a buy-side company
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Proficiency in Python and experience working with databases in a production setting
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Experience collaborating with technology, compliance, and business teams
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Clear written and verbal communication skills
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Exposure to equities options is strongly preferred
An official job listing by Barclay Simpson: https://www.barclaysimpson.com/job/quant-risk-manager-hft-nyc/
We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.
Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.
