The Quantitative Trader for the Equities Central Risk Book is responsible for overseeing the Central Risk book, generating revenues, and managing book risk. This role involves developing and implementing quantitative strategies, improving risk models, and coordinating with various stakeholders to enhance trading performance.

Responsibilities:

+ Utilize quantitative techniques and intraday risk analytics to assist with Central Risk Book (CRB) trading and risk management.
+ Utilize market risk models to manage trading book risk and tune parameters under an optimization framework.
+ Monitor profit and loss (P&L) attribution and conduct backtests to adjust trading strategies.
+ Conduct alpha research, quantitative analysis, and ongoing performance assessment to support the enhancement of existing P&L and trading strategies.
+ Program high-performance research and execution systems in Python and KDB/Q to optimize alpha capture, reduce market impact, and enhance...