Optiver

Market Risk Manager

The Market Risk Manager plays a key role in identifying, measuring and monitoring market risks for our trading activities. You will have daily contact with the traders to understand risk inherent in different trading strategies and products, and develop risk tools and metrics to quantify these risks.

What you'll do as our new Market Risk Manager:

Work in close cooperation with the Managing Director and Trading Team Leads to make a complete assessment of all market risks;
• Define risk metrics, limits and procedures for variety of trading strategies;
• Identify and analyze trends within markets and develop processes and methods to assess, simulate and model their impact on current strategies;
• Be responsible for the active management of intraday risks for assigned trading desks;
• Develop new tools to enhance current risk management processes and reporting tools;
• Research risk related issues and provide recommendations to management;
• Work together with your credit and operational risk colleagues locally and globally.

What you’ll need

Degree in Quantitatvie area, Finance or Mathematics; advanced degree desirable
• At least 3 of years experience as a risk manager in a financial firm; 
• Excellent quantitative skills; 
• Strong MS Excel/VBA and SQL skills; 
• Good understanding and knowledge of Options Theories; 
• Knowledge of risk concepts like Value at Risk, Monte Carlo simulation, Stress testing, Sensitivity analysis, etc;
• Stong written and verbal communication skills;
• CFA, CEFA or FRM is a plus.
   

What you'll get
A short overview of our benefits: 15 days vacation, paid commuting expenses up to the maximum allowable amount, attractive bonus structure, training opportunities, generous 401K company match, fully paid health insurance premiums, free breakfast, lunch and snacks daily, weekly in-house chair massages, casual dress and more.