Description

Employer

Akuna Capital, LLC

Job Title

Quantitative Risk Analyst

Job Requisition

21074.111.11

Salary

$120,000.00 to $160,000.00 per year

Job Location

Chicago, Illinois

Job Duties

Work as a part of a small Risk team and alongside Developers and Analysts to build efficient and smart protections around Akuna’s trading. Collaborate with Developers to improve our risk infrastructure. Implement risk measures and automated reporting with that infrastructure. Develop new ways to quantify risk and performance measures, working with market and historical data. Assist in the setting, testing and monitoring of internal, exchange and thirdparty trading systems and positional limits. May telecommute.

Job Requirements

Bachelor’s degree in Mathematical Finance and Financial Technology, Economics, Mathematics or closely related field, and 2 years of experience involving the following: Proficiency in one or more of the following quantitative programming: Python, C++, or R; Experience in working with large datasets and SQL; Knowledge of derivatives pricing and Greeks; Experience with statistical modeling, and quantitative analytical skills; Experience with risk models and exchange margin methodologies, including stress testing, and scenario analysis, SPAN.

Foreign Language, Licenses, and Certifications

N/A

Contact Instructions

To apply send resume to [email protected]. Must reference job 21074.111.11