Job Information
Citadel Enterprise Americas Services LLC Quantitative Risk Analyst in New York, New York
Quantitative Risk Analyst (Citadel Enterprise Americas Services LLC - New York, NY); Multiple positions available: Analyze marginal impacts of risk factors and new strategies. Aggregate information from a variety of sources to create detailed and accurate reports representing the risk and portfolio construction of Citadel’s investment portfolio. Contribute to the development of risk framework and guidelines. Run and design risk reports. Gather information from a variety of sources due to instrument diversity and perform quality control on data and reports generated. Monitor risk exposures against guidelines and proactively engage with the business to avoid and resolve any possible exceedances.Requires a Bachelor’s degree (or foreign equivalent) in Statistics, Mathematics, Computer Science, Engineering, Physics or a related quantitative field. Education, training, or experience must include the following: Compiled languages including C++, C or similar; Scripting languages including R, Python, Perl, Ruby, Smalltalk, JavaScript or similar; Risk and statistics (SD, regression analysis) VAR, stress tests, and tail exposure; Market and financial products including interest rates, FX options or similar; and Creating and using algorithms to investigate and work through large data or error-checking problems. Experience may be gained concurrently.We are offering a salary range of $150,000 to $200,000 per year. Please submit resumes to citadelrecruitment@citadel.com. Reference Job ID: 7922520.
Minimum Salary: 150,000 Maximum Salary: 200,000 Salary Unit: Yearly