Central Risk Trader, Equities, Director or Vice President

In this role you will manage portfolios of systematic and index rebalance strategies, using quantitative methods to support risk-aware trading. You will predict rebalancing events, develop systematic signals, and oversee the alpha lifecycle from idea to deployment. You'll work with cross-functional teams to enhance trading performance and responsibly manage risk within the Central Risk Book framework. This is a hands-on, data-driven opportunity to shape execution strategies in a global markets environment.

• medical, dental & vision coverage
• 401(k)
• life, accident, and disability insurance
• wellness programs
• paid time off (vacation)
• paid holidays

• Manage portfolios of systematic and index rebalance strategies with intraday risk analytics for CRB trading and risk controls
• Research and forecast equity index rebalancing events and rebalance flows per index methodologies
• Analyze changes in index composition, corporate actions, and indicators to assess impact on portfolios and market dynamics
• Generate and maintain systematic trading strategies from idea through testing, deployment and monitoring
• Conduct alpha research, quantitative analysis, and performance reviews to improve P&L and strategy effectiveness
• Monitor P&L attribution and backtest results; refine strategies accordingly
• Use Python and KDB/Q to optimize alpha capture and hedging effectiveness across desks
• Collaborate with quantitative researchers and PMs to improve data-driven execution and risk controls
• Coordinate with trading desks to ensure timely rebalance execution and maintain governance
• Prepare and present regular performance reviews and client-facing insights on index rebalances and methodologies
• Build and uphold governance, compliance, and control processes with control functions and senior management

• 8+ years in quantitative trading, systematic portfolio management, or risk management
• Experience in managing systematic/index rebalance portfolios and predicting rebalance events
• Proven ability to generate systematic alphas across the lifecycle
• Advanced analytical, numerical, and coding skills with Python and KDB/Q
• Strong knowledge of quantitative risk modeling and back-testing
• Deep understanding of equity markets, index methodologies, and rebalance mechanics
• Proficiency with Bloomberg and equity trading/booking systems
• Clear written and verbal communication; effective cross-functional collaboration
• Required licenses and registrations as applicable
• Bachelor's degree; Master's preferred

• strong communication
• interpersonal skills
• cross-functional collaboration
• Python
• KDB/Q
• quantitative risk modeling (Barra models)