Join an Elite Proprietary Trading Firm as a Senior Quantitative Market Risk Manager in Amsterdam!
Our client, a leading proprietary trading firm with offices across the globe is looking for an experienced Senior Quantitative Market Risk Manager to join their team in Amsterdam. The ideal candidate will be responsible for developing and implementing market risk models that help optimize the company's algorithmic trading strategies.
Qualifications:
- Bachelor's or Master's degree in finance, mathematics, statistics or another quantitative field.
- Minimum of 8 years' experience working within financial services preferably within proprietary trading firms
- Strong knowledge of programming languages such as Python or R
Skills:
Market Risk Modelling - The successful candidate should have extensive expertise designing and building market risk models using statistical analysis software tools like SAS/SPSS/Stata/Matlab/R etc., including Value at Risks (VaR), Expected Shortfall (ES) along with stress-testing methodologies
Algorithmic Trading - Candidates must possess good exposure/experience on Algorithmic execution platforms & understand how they can integrate them into existing workflows. Knowledge about trade lifecycle management would also come handy here
Risk Team Management - As part of this role you'll not only need to manage your own work but other members too who are under your guidance so having prior managerial skills would make it easier
If you meet these qualifications/skills mentioned above then we encourage you to apply today! Our client offers competitive salary packages plus additional benefits which include health insurance coverage options among others.
Please send us your CV through Selby Jennings recruitment portal if interested!
