Market Risk Manager

New York, New York, United States

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We are seeking an experienced market risk professional to join the company’s Market Risk Management group.  This role will support Two Sigma's investment management activities covering a variety of new and existing products including equities, fixed income, options, futures, OTC derivatives, and commodities across markets globally.

Working with engineers, traders, portfolio managers, and strategy modelers, you will be performing a wide variety of tasks related to market risk identification, measurement, management, and communication.  Examples include: 

  1. Portfolio risk analysis on an intraday and end of day basis, using a variety of factor-based risk models for exposure generation, stress-testing, and P&L attribution.
  2. Onboarding new instruments and trading entities in risk reports.
  3. Market Risk scenario analysis and limit setting.
  4. Collaborating with engineering teams to make risk system and reporting enhancements.
  5. Documenting existing Market Risk processes and designing new ones.
  6. Keep breast of financial market news and events.

Qualifications & Experience:

  • 5 - 10 years of institutional market risk management, execution risk management, and/or trading experience from a complex investment/asset manager, or investment bank.
  • Multi-asset financial product and market knowledge
  • Strong academic record with a degree or concentration in a scientific and/or mathematical discipline. Experience or qualifications relating to quantitative finance are highly preferred.
  • Good technical ability, including proficiency with Java, C or comparable languages. Experience with additional scripting languages such as MATLAB, R, Python, Groovy is desirable.
  • Knowledge of financial mathematics and an excellent understanding of probability and statistics is required.
  • Effective communication and interpersonal skills and a readiness to challenge assumptions are a prerequisite. 
  • We are open-minded in our search for critical thinkers who are passionate about the markets and portfolio risk management.