Market Risk Analyst
Wintermute
Responsibilities:
- Holistically evaluate positions and design relevant market risk frameworks for scaling up trading across various products.
- Review traded market risk data and recommend implementation of new risk limits and controls to senior management and traders to ensure significant risks are mitigated.
- Analyse traded volumes vs perpetual futures open interest on various exchanges to determine the impact of adverse market and liquidity risk events and stress test scenarios.
- Develop tools for daily monitoring and reporting of various positions traded by the firm including impacts on VaR limits and relevant stress tests.
- Independently review trading limits and parameters to ensure alignment with risk-reward appetite.
- Proactively help improve the risk framework across derivatives, and spot products
- Analyse market trends, reports, statistics, and relevant documentation, then inform relevant stakeholders as appropriate
Hard skills requirements:
- Experience in Market Risk Management with relevant responsibilities in a top tier/high performance financial institution. We are also open to seeing candidates with other risk experience who are willing to transition to market risk.
- Deep understanding of OTC trading workflows and the trade life cycle of spot trading and derivatives, including options, CFDs, and NDFs
- Experience with the crypto markets is an advantage but not required; you should be able to quickly understand how crypto markets may be different
- Strong commercial acumen that includes ability to take calculated risks, proactively identify and mitigate risks, develop tailored solutions (vs one size fits all “by the book” approach)
- Strong communication skills, the ability to understand when escalation is required
- Entrepreneurial and hands-on attitude, understanding the trade off between growth and risk
- Strong quantitative skills and being highly confident to work with numbers and large datasets
- Experience with Python for data manipulation, ad hoc analysis and creating risk metrics is preferred
- Bachelor’s degree in a quantitative or relevant business subject
Join our dynamic team and benefit from:
- Working at one of the most innovative trading firms globally.
- Engaging projects offering accelerated responsibilities and ownership compared to traditional finance environments.
- A vibrant working culture with frequent team meals, holiday celebrations, gaming events, and company-wide outings, including our annual Wintermute weekend getaway.
- A Wintermute-inspired office in central London, featuring an array of amenities such as table tennis and foosball, personalized desk configurations, a cozy team breakout area with games and free food.
- Great company culture: informal, non-hierarchical, ambitious, highly professional with a startup vibe, collaborative and entrepreneurial.
- A performance-based compensation with a significant earning potential alongside standard perks like pension and private Health insurance.
Note:
- Although we are unable to accept fully remote candidates, we support significant flexibility in regards to working from home and working hours.
- We offer UK work permits and help with relocation