Risk Engineer
$200,000–$300,000 year
On-site · New York City, New York, United States
Job Summary
Risk Engineer at Hudson River Trading (HRT) in New York City focused on building and enhancing in-house risk models across asset classes (rates, commodities, credit, equities), customizing vendor risk models, and developing new models to address trading and risk challenges. Responsibilities include ingesting and transforming large data sets for risk and performance analysis, designing and deploying state-of-the-art performance analytics and risk decomposition applications, productionizing risk models and tools with developers, maintaining the risk production codebase, and communicating insights to investment teams. The role requires strong quantitative foundations (BS in math/physics/CS/statistics or related, 2–5 years of relevant experience), proficiency in Python and Linux, and excellent cross-functional communication. The base salary range is 200,000 to 300,000 USD per year, with discretionary bonuses and a comprehensive benefits package; relocation is not explicitly stated. Culture emphasizes collaboration, openness, diversity, and cutting-edge automation in algorithmic trading.
Required Qualifications
- B.S. in Mathematics, Physics, CS, or Statistics; advanced degree a plus
- 2 - 5 years of experience as a quantitative analyst at a hedge fund, institutional asset manager, or investment bank; experience with fixed income, commodities, credit, or options is preferred
- Excellent knowledge of linear algebra, applied probability, and statistics
- Excellent knowledge of Python and Linux
- Cross-functional communication skills, including the ability to effectively communicate across all levels of an organization
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