Hudson River Trading
Risk Engineer
- Confirmed live in the last 24 hours
- $200k–$300k
- Mid level
- On-site · New York, NY, United States
- 2+ yrs exp
- Added 4 weeks ago
About this role
Hudson River Trading seeks a Risk Engineer in New York City to develop and enhance risk models vital to their electronic trading operations. This challenging role involves building new models, collaborating with risk managers, and working with developers to productionize tools, all within a fast-paced, scientific trading environment. Strong quantitative skills and excellent communication are essential.
What you'll do
- Build and enhance in-house factor risk models for various asset classes.
- 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.
- Ingest, evaluate, and transform large data sets for risk analysis.
- Enhance and maintain the risk production codebase.
What they're looking for
- Linear Algebra
- Applied Probability
- Statistics
- Python
- Linux
- Risk Management
- Data Analysis
- Communication
Benefits
- Discretionary performance-based bonuses
- Competitive benefits package
- Diverse staff
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Hudson River Trading
- Industry
- Banking & Finance
Likely interview questions
- Describe a time you had to explain a complex quantitative concept to a non-technical audience.
- How would you approach building a risk model for a new asset class?