Senior Manager - Market Risk & Model Validation

We are looking forward for a suitable candidate for the Senior position of Senior Quantitative Risk Manager and Model Validation role.

Key Responsibilities

- Market Risk Management: Design, implement, and monitor real-time risk frameworks encompassing factor exposures, beta neutrality, tail risk and liquidity constraints.

- Model Validation: Conduct rigorous, independent reviews of quantitative models (including structural time series, volatility, and deep learning models). Challenge underlying assumptions and validate the mathematical soundness of alpha signals.

- System Integration: Collaborate closely with quantitative developers to ensure risk algorithms and circuit breakers are seamlessly integrated into our trading engine.

- Performance Analytics

- Regulatory & Fund Alignment: Ensure risk methodologies align with institutional fund requirements, structural mandates, and regulatory frameworks, if any.

Qualifications

- Academic Excellence: Masters/PhD in Physics, Applied Mathematics, Statistics, Quantitative

Finance, or a similar discipline from leading institutes.

- Industry Experience: ideally 5+ years of hands-on experience in market risk, model validation, or quantitative research at a top-tier proprietary trading firm, hedge fund, or investment bank.

- Technical Proficiency: Deep understanding of stochastic calculus, advanced statistical learning, and modern machine learning models/paradigms. Ability to read and review production-level code (C#, Python, or C++).

- Philosophical Alignment: A relentless commitment to first-principles thinking and a highly sceptical approach to backtest results and model capacity.

Shirin
8369906992