Quantitative Risk Modeling Manager
Tasks
- Analyze market microstructure
- Build execution algorithms
- Design default liquidation waterfall
- Design liquidation logic
- Develop crisis ready execution benchmarks
- Implement portfolio level unwinds
- Integrate models with execution APIs
- Optimize aggregated liquidation risk
- Produce quantitative evidence and backtesting
- Tune decision logic for liquidation lifecycle
Perks/Benefits
- N/A
Skills/Tech-stack
Almgren-Chriss | Auction theory | Backtesting | Cross-Margining | Delta Neutral | Delta-neutral hedging | Greeks | Implementation Shortfall | Market Microstructure | Order Book | Order Book Interaction | Order Routing | Order book dynamics | PoV | Python | Risk Management | Smart order routing | Stochastic Control | Trading execution | VWAP
Education
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