Two Sigma is a different kind of investment manager. Since 2001, we have used data science and technology to derive insights that forecast the future and discover value in markets worldwide. Our team of scientists, technologists and academics looks beyond traditional finance to understand the bigger picture and develop creative solutions to some of the world s most difficult economic problems. Our work spans markets and industries, from insurance and securities to private investments and new ventures. We are seeking a seasoned & experienced market risk professional to join the company s Market Risk Management group.This role will support Two Sigma's investment management activities covering a variety of new and existing products including equities, fixed income, options, futures, OTC derivatives, and commodities across markets globally. Working with engineers, traders, portfolio managers, and financial modelers, you will be directing the market risk group to perform functions relevant to a quantitative, actively-managed multi-strategy hedge fund. You will take on the following responsibilities: Perform portfolio risk analysis on an intraday and end of day basis, using a variety of factor-based risk models for exposure generation, stress-testing, and P&L attribution. Building processes to identify risks that are not in-model and develop tests to study their effect. Thinking and studying new asset classes and their risks. Execution risk analysis and limit setting. Collaborating with engineering teams to make risk system and reporting enhancements, as well as documenting existing Market Risk reports. You should possess the following qualifications: 7 - 10 years of institutional market risk management (VP to SVP level), execution risk management, and/or trading experience from a complex investment/asset manager, or investment bank. Perquisite: Trading exotic options Multi-asset financial product and market knowledge, trading experience is valuable. Strong academic record with a degree or concentration in a scientific and/or mathematical discipline. Experience or qualifications relating to quantitative finance are highly preferred. Good technical ability, including proficiency in programming. Knowledge of financial mathematics and an excellent understanding of probability and statistics is required. Effective communication and interpersonal skills and a readiness to challenge assumptions are a prerequisite. We are open-minded in our search for critical thinkers who are passionate about the markets and portfolio risk management. You will enjoy the following benefits: Core Benefits: Fully paid medical and dental insurance premiums for employees and dependents, competitive 401k match, employer-paid life & disability insurance Perks: Onsite gyms with laundry service, wellness activities, casual dress, snacks, game rooms Learning: Tuition reimbursement, conference and training sponsorship Time Off: Generous vacation and unlimited sick days, competitive paid caregiver leaves We are proud to be an equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics. Two Sigma is proud to be an equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics. Two Sigma and the Two Sigma logo are registered trademarks of Two Sigma Investments, LP. Beaker is a registered trademark of Two Sigma Open Source, LLC. This website is not an offer to, or solicitation of, any potential clients or investors for the provision by Two Sigma of investment management, advisory or any other related services. No material listed on this website is or should be construed as investment advice, nor is anything on this website an offer to sell, or a solicitation of an offer to buy, any security or other instrument. Links from this website to third-party websites do not imply any endorsement by the third party of this website or of the link; nor do they imply any endorsement by this firm of the third-party website or of the link. Associated topics: annuities, broker, broker dealer, derivatives, dow jones, financial, ira, invest, market, risk
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