Risk Engineer

Job description

Hudson River Trading (HRT) is seeking a Risk Engineer to join our Risk team in New York City. In this role, you will focus on building out our risk function and managing all aspects of risk faced by HRT. You will gain exposure to the exciting, fast-paced world of electronic trading while collaborating with exceptionally talented people across all aspects of the business. This will be a challenging role with a wide mandate spanning the full remit of HRT’s global trading. The ideal candidate is highly motivated to learn new concepts quickly, possesses a solid understanding of the importance of risk management within a trading environment, and is equally comfortable working alone or collaborating as part of a wider team. Responsibilities: - Build and enhance in-house factor risk models for various asset classes, including interest rates, commodities, credit, and equities - Customize vendor market risk models - Research and build new models to address trading and risk management challenges - Work with risk managers to enhance tail risk estimation for historical and hypothetical scenarios - Ingest, evaluate, and transform large data sets relevant to risk and performance analysis - Desig...