Market & Operational Risk Manager - London
London, United Kingdom of Great Britain and Northern Ireland
Two Sigma is a financial sciences company, combining data analysis, invention, and rigorous inquiry to help solve the toughest challenges in investment management, insurance technology, securities, private equity, and venture capital.
Our team of scientists, technologists, and academics looks beyond the traditional to develop creative solutions to some of the world’s most complex economic problems.
The Risk team is in a unique position in the firm, which independently oversees the many aspects of the company’s risk exposure, including model risk, market risk, execution risk and regulatory risk. Our goal is to eliminate undesirable risks while safeguarding the firm to take on calculated bets within mandates.
We are seeking a motivated individual to design automated analytics and oversight for the Risk Management (Risk) department. You will both support Risk’s existing analyses & processes, as well as think independently, propose, develop and deliver brand new projects.
This role involves significant quantitative data analysis, developing knowledge of various financial instruments, running large scale distributed computations, and improving use of technological automation. This role will also manage a variety of operational processes with daily opportunities to build meaningful impact by identifying and answering questions related to Two Sigma’s systematic trading strategies. If you are a quick learner and intellectually curious and excited to learn new concepts, new ideas and new tools that are specific to Two Sigma, we want to talk to you!
You will take on the following responsibilities:
- Analyze performance and risk exposure of Two Sigma's portfolios. Watch markets, think critically about market conditions or risk events, and estimate their impact on our portfolios.
- Develop a deep understanding of Two Sigma’s systematic modeling and trading platforms. Monitor daily trading strategy behavior, identify and address observations that may present risks to portfolios.
- Prepare, review, and present reports on systematic strategy behavior, portfolio risk drivers and performance.
- Analyze and build new metrics, tools and dashboards for the Risk department. Improve risk processes with automation.
- Collaborate regularly with partners including modelers, portfolio managers, traders, and investor-facing teams.
You should possess the following qualifications:
- BA/BS or higher degree from computer science, applied mathematics, financial engineering, or other technical field.
- 3-7 years of work experience.
- Prior trading or risk management experience preferred.
- Knowledge and experience of financial instruments (such as equity options, interest rate swaps, credit default swap etc) is a must.
- Experience developing/managing/delivering small to medium sized quantitative with multiple team members. Experience with reporting, documentation and process design.
- Demonstrated experience with Linux, programming languages(Java, Python or the equivalent) and data analysis tools.
- Strong communication skills, with the ability to express complex ideas clearly and work effectively with a variety of different teams.
- Ability to think and work independently. Question and examine assumptions. Work well with ambiguous project scopes & definitions.
- Meticulous attention to detail.