Senior Quantitative Financial Risk Analyst

Overview

As a Senior Quantitative Financial Risk Analyst at Susquehanna, you will have the critical responsibilities of building, validating, and auditing our risk models and processes. Working closely with trading, quantitative research, and operations, you will ensure that our risk models are robust, compliant, and aligned with both internal and regulatory standards. Your expertise will be pivotal in challenging and improving our model development processes.

Key Responsibilities may include:

Model Development and Validation: Build, validate, and internally audit risk models, including Value-at-Risk (VaR), credit risk models, and other quantitative risk models.

Model Development Oversight: Critically assess and challenge the model development process to ensure accuracy and reliability.

Regulatory Compliance: Ensure that all risk models and procedures comply with regulatory requirements, including SR 11-7 guidelines.

Collaboration: Work closely with analysts, compliance, quants, and traders to ensure the accuracy and integrity of risk measurements and reporting as well as provide quantitative analysis, metrics, and threshold logic to support risk assessment.

Continuous Improvement: Stay informed about relevant regulatory changes and industry standards to ensure that all trading activities comply with internal risk policies and external regulatory requirements.

What we’re looking for

Qualifications:

Experience: 5 years of hands-on experience in risk management, with a focus on model validation and internal audit within a trading environment.

Technical Skills: Strong knowledge of mathematical and statistical modeling, with prior experience in VaR models, credit risk models, or other quantitative risk models. Experience in using Python (especially pandas) for risk modeling and data analysis is preferred.

Regulatory Knowledge: Experience with SR 11-7 guidelines and other relevant regulatory frameworks.

Analytical Skills: Advanced analytical skills with the ability to interpret complex large data sets and make informed decisions.

Communication: Excellent communication and presentation skills, with the ability to explain complex risk concepts to various subsets of the business.

Attention to Detail: Strong attention to detail and the ability to work under pressure in a fast-paced trading environment.

Certifications: Industry qualifications such as FRM or PRM are highly desirable.

What you can expect from us:

Real Impact: You’ll be designing and reviewing systems and processes that are essential to the expanding scope and long-term goals for Susquehanna’s business..

Collaboration: Our quantitative researchers, traders and technologists work together to create competitive edge through best-in-class modeling and technical solutions.

Growth: Continuous growth and learning, with a focus on innovation and adaptability in a dynamic trading environment and regulatory landscape.

Benefits: & software engineer experience at Susquehanna International Group from technologists like you.

About SIG

SIG is a global quantitative trading firm founded by a group of friends who share a passion for game theory and probabilistic thinking. We have incorporated this approach into our culture, where you will find relentless problem solvers within each of our core disciplines: Trading, Technology, and Quantitative Research. From offices around the world, our employees collaborate to make optimal decisions and are driven by the desire to achieve winning results together. 

What we do

We are experts in trading essentially all listed financial products and asset classes, with a focus on derivatives trading. Through market making and market taking, we handle millions of trading transactions around the world every day, providing liquidity and ensuring competitive prices for buyers and sellers. While our presence in the market is broad, our trading desks are highly specialized, allowing for a deep understanding of unique drivers of each asset class.

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