Senior PM / Trader / Quant
Tanius TechnologySalary not specified
Full Time
Senior (5 to 8 years)
Not SpecifiedCompensation
Senior (5 to 8 years)Experience Level
Full TimeJob Type
UnknownVisa
Finance, Hedge FundsIndustries
Requirements
- Essential: C#, OOP skills, financial products/derivatives
- Desirable: Python, VBA & SQL
- Strong track record working with the business and delivering solutions from business requirements through to production deployment
- Good understanding of risk and familiarity with FX / Equity vol calibration process
- Exposure to SABR & SVI model (preferable)
- Self-motivated and able to learn quickly
- Solid analytical skills
- Ability to understand OOP and work efficiently with large data sets
- Comfortable with full software development lifecycle and adherence to best practices
- Ability to balance rapid BAU change with longer term strategic development
Responsibilities
- Building out the firm’s in-house pricing platform and PNL and risk systems
- Supporting front office’s ability to manage and structure trades
- Enabling risk management group to evaluate risk across the trading book
- Developing and enhancing pricing and risk analytics
- Providing desktop and web front end clients as well as a pricing platform consumed through Excel and Python
- Working closely with front office FX & Equities Volatility Arbitrage business on systematic strategies
- Implementing back testing trading strategies
- Enhancing risk models across FX & Equities
- Working directly on trading desk enhancements
Skills
C#
Python
Excel
SABR
SVI
FX
Equity Volatility
Risk Analytics
Pricing Platform
PNL Systems
AQR Capital Management
Global investment management firm offering diversified strategies
About AQR Capital Management
AQR Capital Management provides investment management services with a focus on technology, data, and behavioral finance. The firm offers a variety of investment strategies that are based on a consistent set of principles, aiming to achieve long-term and repeatable results. AQR works primarily with institutional investors such as pension funds, insurance companies, and sovereign wealth funds, as well as financial advisors and their clients. Their investment approach combines both qualitative and quantitative methods to carefully design and test investment models. AQR differentiates itself by applying systematic and well-thought-out investment solutions that enhance portfolio construction, risk management, and trading. The company's goal is to deliver value through effective asset management while generating revenue from management and performance fees on the assets they oversee.
Greenwich, ConnecticutHeadquarters
1998Year Founded
VENTURE_UNKNOWNCompany Stage
Quantitative Finance, Financial ServicesIndustries
501-1,000Employees
Benefits
Health Insurance
Dental Insurance
Vision Insurance
401(k) Retirement Plan
Paid Vacation
Risks
Increased competition from quantitative firms may erode AQR's market share.
The rise of passive strategies like ETFs could impact demand for AQR's services.
Regulatory scrutiny on quantitative trading could increase compliance costs for AQR.
Differentiation
AQR integrates financial theory with practical application for superior investment results.
The firm uses quantitative tools to process fundamental information and manage risk.
AQR's systematic approach aligns with the growing trend of factor investing.
Upsides
AQR can leverage ESG factors in their quantitative models to meet rising demand.
Machine learning advancements enhance AQR's data analysis and predictive modeling capabilities.
AQR can capitalize on personalized investment solutions with their quantitative tools.
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