Quantitative Risk Analyst

The Quantitative Risk Analyst will design, implement, and manage theoretical end-of-day and real-time P&L calculations across multiple asset classes, financial instruments, and trading strategies, implement and maintain pricing methodologies to obtain theoretical values for illiquid products, develop and document processes for handling regional market closures and disruptions affecting P&L calculations, design and manage internal controls around automated P&L generation, work closely with the quant risk team to leverage P&L data for developing analytics and risk metrics, participate in Performance Reporting and Risk Committees, and perform validation of daily P&L data before distribution to traders, risk management, and senior leadership.