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
