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Quant Risk Trader - North America

Quant Risk Trader - North America

  • Location

    Canada

  • Sector:

    Data and Analytics

  • Job type:

    Permanent

  • Salary:

    £150000 - £190000 per annum + plus bonus

  • Contact:

    Caroline Blackburn

  • Contact email:

    c.blackburn@finitas.co.uk

  • Job ref:

    BBBH79826_1655377251

  • Published:

    14 days ago

Quant Risk Trader - Digital Assets

Finitas - North America - Canada

Primary Accountabilities / Responsibilities

  • Assist in key risk management duties locally
  • Manage portfolio liquidations following a counterparty defaulting
  • Assist in any repo transactions, both for treasury management purposes as well as
  • counterparty facilitation
  • Help validates risk frameworks:
  • Validate risk models (e.g. margin, tail risk),
  • Monitor new risk metrics (e.g. liquidity, concentration)
  • Provide risk reporting to senior management
  • Manage the liquidations of defaulting portfolios
  • Help Operations and Business Development with risk related inquiries during local hours
  • Approve any ad-hoc risk requests posed by Counterparties
  • Prepare and present risk analyses for new investors
  • Prepare and present counterparty underwritings for Risk Committee deliberation

Knowledge, Skills & Abilities

  • 4-10 years of trading and/or risk experience
  • Strong knowledge of trading, repo, and other spot, derivatives and fixed income instruments in order to manage the liquidations of defaulting portfolios
  • Deep expertise in credit or derivatives trading
  • Strong understanding of credit analysis and financial statements
  • Ability to communicate information precisely and with agility
  • Must have familiarity with Python and other analytical packages
  • Proactive, a spirit of client service and a desire to grow a business
  • Experience in CVA, KVA and XVA trading a plus
  • Experience with credit / exotic derivatives structuring and trading a plus
  • The highest ethical standards