Quantitative Risk Manager
We are looking to expand our Risk Management team by creating the position of Quantitative Risk Manager. Our Head of Risk is currently supported by our Quantitative Department and we are now looking to bring in a dedicated Quantitative Risk Manager to assume full, technical responsibility. The position will have significant opportunities for growth and ownership in not only the Risk Department, as our core founding quantitative specialist, but also within the broader company given Akuna’s growth profile.
Akuna is looking for a hands-on individual who is enthusiastic about owning and managing all aspects of modeling, pricing, and exchange & regulatory risks. The successful candidate will gain exposure to many aspects of the firm and exercise their communication skills by working closely with our Trading, Quantitative, Tech, Control Functions, and Senior Management. We are seeking an individual who can keep pace with, and stay ahead of, the fast pace of innovation which our Trading, Quant and Tech teams are jointly engaged in.
- Assess and monitor risk across all trading desks
- Contribute toward setting internal risk limits
- Drive the building of stand-alone company-wide risk frameworks, models and tooling
- Work closely within a well-resourced Risk team of quants and engineers
- Communicate effectively with Trading, Tech, Quant, Control Functions and Senior Management
Qualities that make great candidates:
- 3+ years of experience as a risk manager in an options trading firm, or related bank/clearing firm
- Masters or PhD in a Technical field preferred, but not required
- Experience with SPAN, RBH and related margining methodologies
- Deep understanding and working knowledge of derivatives pricing, modeling and risk
- Experience with Python or C++
- Electronic options market making experience is a definite plus
Location: Chicago, IL