Quantitative Risk Manager

About the role

Quantitative Risk Manager at IMC. Monitor and measure the market risk exposure of our trading activities, partnering closely with trading desks to recommend strategy adjustments and risk mitigation ahead….

What you'll do

• Monitor and measure the market risk exposure of our trading activities, partnering closely with trading desks to recommend strategy adjustments and risk mitigation ahead…
• Build independent backtesting models to challenge trading strategies, evaluating performance with risk-adjusted metrics such as Sharpe, Sortino and Calmar ratios
• Track market developments and the macro calendar, and run stress tests and scenario analyses to assess potential impacts on the trading book
• Utilize Python-based tools and libraries for stress testing, and scenario analysis as well as generally designing and contributing to local risk management tooling
• Drive the operational incident management process with key stakeholders to structurally improve infrastructure, processes and governance

What you need

• 3–6 years in data science & ai
• Python
• Performance testing
• Data analysis
• Market risk
• Capital markets
• CFA

Good to have

• CFA