Our client is a market-leading proprietary trading firm, allocating internal capital between discretionary, systematic and market-making strategies. Established a little over 10 years ago, ~$4.6b AUM across their 3 divisions. This role sits between their Options Market Making and Multi-Strategy Groups which deploys capital to a wide range of investment and arbitrage strategies, managed by a global team of PMs and Analyst. From an investment strategy standpoint, they cover Event Driven, Relative Value, Capital Markets. Fundamental Long-Short, Convertible Arbitrage, and Equity Volatility.
Summary:
- Work as the Risk team's US representative, supported by the options market-making and multi-strategy risk team
- 1st line risk control or trading activities across the business
- Update/maintain daily risk processes, risk monitoring, interpret and develop risk metrics to shape their infrastructure
- Work directly with traders based in the US and other global trading locations (London, Hong Kong, New York, Amsterdam, Sydney, Chicago, Monaco)
- Market risk monitoring for options market-making and for propriety trading within the multi-strategy group, specific focus on strategies related to options trading
- Involved in risk monitoring for credit and convertibles trading, long short, and systematic alpha
Qualifications:
- 3 years' experience in proprietary trading, or buy-side or sell-side financial institution
- Specific coverage in equity and fixed income derivatives, particularly working with options
- Working knowledge in broader asset classes such as credit instruments and convertibles
- Master's degree in finance or STEM-related subject
- Actively code in Python in your current role
