Quantitative Risk Manager

Your Core Responsibilities:

• Monitor and measure the market risk exposure of our trading activities, partnering closely with trading desks to recommend strategy adjustments and risk mitigation ahead of adverse events
• Build independent backtesting models to challenge trading strategies, evaluating performance with risk-adjusted metrics such as Sharpe, Sortino and Calmar ratios
• Track market developments and the macro calendar, and run stress tests and scenario analyses to assess potential impacts on the trading book
• Utilize Python-based tools and libraries for stress testing, and scenario analysis as well as generally designing and contributing to local risk management tooling
• Work with global risk, trading, software development and data engineering teams to design and deploy risk controls within IMC’s proprietary global risk management and trading systems
• Drive the operational incident management process with key stakeholders to structurally improve infrastructure, processes and governance
• Ensure adherence to regulatory requirements and internal risk policies
• Train and support traders on risk tools, methodologies and best practices

• 3+ years of relevant experience in capital markets, e.g. at a trading firm, bank or asset manager
• Bachelor's or master's degree in a quantitative field, with strong academic performance
• FRM/ CFA/ CQF preferred but not required
• Proficiency in Python, with demonstrated experience in data analysis, scripting, and dashboard or tool development
• Strong understanding of options theory, including Greeks, volatility, and pricing dynamics
• Excellent verbal and written communication skills, with the confidence to challenge traders constructively
• A proactive problem-solver who thrives in a fast-paced, high-pressure environment
• Experience analysing and managing risk across a portfolio of equities, futures, and options
• Familiarity with stress testing methodologies and risk management frameworks