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Market Risk Architect

  • Location:

    New York

  • Sector:

    Risk

  • Job type:

    Permanent

  • Contact:

    Octavian Donnelly

  • Contact email:

    octavian@rutherfordsearch.com

  • Contact phone:

    +1 212 292 3804

  • Job ref:

    DOO11466_US3

  • Published:

    15 days ago

  • Expiry date:

    2022-06-10

​Our Client

Our client, a leading US-headquarted alternatives asset management firm, is currently looking for an experienced Risk Management Platform Architect to join its Market Risk Management Platform team in London or New York.

The team sits at the heart of the asset management firm's operations.

Main Duties

Key responsibilities for this position will include, but are not limited to:

  • Developing, testing, validating and maintaining risk management platform in relation to structured products pricing models, derivative and fixed income pricing models and market risk models

  • Working with the firm's senior stakeholders to solidify product ideas not production code

  • Owning the BAU management of the firm's risk platform, and changing and developing the platform alongside the firm's quantitative development team members

Your Profile

  • At least 4 years of experience as a Financial Engineer/Quant Analyst with a strong risk management track record for an investment bank or a buy-side firm

  • A Masters in a quantitative discipline such as mathematics, physics, econometrics or engineering

  • Previous experience with pricing, risk and capital models - or a strong interest in developing an expertise in those

  • Strong knowledge of programming with multiple languages (Python, KDB, Kafka)

  • Also desirable for this position, experience in developing risk analytics, interpretation and productivity tools to turn insights into risk and capital metric data

  • Strong understanding of mathematics and numerical algorithms

  • Also desirable for this position: familiarity with Google Cloud Platform, model development and/or validation experience, experience with electronic trading development and/or validation

For more information about this position, please get in touch with Octavian Donnelly.
Email: octavian@rutherfordsearch.com
Phone: +1 212 292 3804
Reference Code: 11466


About Rutherford
Rutherford is a boutique search firm located in London. Our consultants are the executive specialists in compliance recruitment, and also in financial crime, legal and cyber security, all within the financial and professional services sectors in the United Kingdom and New York. We use our carefully curated relationships, networks and market knowledge to find the best fit for the clients in hand. We work with a wide range of clients, spanning from advisors, management consultants, corporate and commercial banks, brokers, exchanges, MTFs and financial tech, through to global investment managers, hedge funds, private equity firms, investment banks and technology firms. We began as a compliance recruitment firm in London and expanded to offer new resourcing expertise across legal and cyber recruitment. We have been a leading legal and compliance search agency in London for a decade and are excited about bringing our expanded offering into the technology area.