Job Description
We are seeking an experienced Market Risk Engineer to join our dynamic team. In this role, you will be responsible for developing, maintaining, and enhancing quantitative models and risk metrics used in our market risk management processes. You will also play a crucial role in automating data ingestion and analysis pipelines, ensuring data quality, and monitoring daily operations.
This role offers an exciting opportunity to work with cutting‑edge technologies and contribute to the development of robust market risk management solutions within a dynamic and challenging environment.
Key responsibilities
- Develop, rewrite, and expand code for quant models and risk metrics (VaR, greeks, PnL).
- Automate processes for daily ingestion and analysis of market data.
- Validate data quality and ensure the accuracy of market data ingestion pipelines.
- Monitor daily operations, ensuring timely ingestion, analysis, and reporting.