Derivatives Portfolio Risk Engineer

  • Competitive
  • Chicago, IL, USA Chicago IL US
  • Permanent, Full time
  • Gladius Capital Management
  • 12 Sep 18 2018-09-12

The Derivatives Portfolio Risk Engineer will work with front office senior personnel to assist with designing and implementing new tools to support risk assessment.

Gladius Capital Management is an investment management firm who’s primary business is generating alpha by constructing and managing portfolios of derivative securities for institutional clients. We are expanding quickly and are a looking for bright and capable minds to grow with us.

The primary duties  of the Derivatives Portfolio Risk Engineer will include, but are not limited, to:

  • analyzing portfolio construction and risk and communicate results both internally and externally
  • assisting with the design and implementation of new tools for trading and risk management
  • taking part in the development of innovative metrics for our proprietary portfolio risk assessment framework
  • working with front office personnel to better understand and represent the salient risks present in our various portfolios and strategies

Although beneficial, we do not require candidates to be knowledgeable and experienced in finance or derivatives. Rather you will work very closely with and learn from senior personnel who each have over a decade of successful derivatives trading experience, both at investment banks and hedge funds. What we do expect you to have is a solid quantitative (science, math, engineering, etc.) and technical background (specifically Python), a strong work ethic, an unwavering attention to detail, and an entrepreneurial spirit.


We are an equal opportunity employer.