Risk Engineer (Quantitative Finance)

Location: New York, NY, United States

Salary: USD 200,000–300,000 per year, plus discretionary performance-based bonuses.

Company

hirify.global applies a scientific approach to algorithmic trading and develops sophisticated computing environments for financial research and trading.

What you will do

• Build and enhance in-house factor risk models across interest rates, commodities, credit, and equities.
• Customize vendor market risk models and research new models for trading and risk management challenges.
• Improve tail risk estimation for historical and hypothetical scenarios with risk managers.
• Ingest, evaluate, and transform large datasets for risk and performance analysis.
• Design performance analytics and risk decomposition applications.
• Collaborate with developers to productionize risk models, maintain the risk production codebase, and communicate with investment teams.

Requirements

• Bachelor’s degree in Mathematics, Physics, Computer Science, or Statistics; an advanced degree is a plus.
• 2–5 years of experience as a quantitative analyst at a hedge fund, institutional asset manager, or investment bank.
• Strong knowledge of linear algebra, applied probability, and statistics.
• Excellent knowledge of Python and Linux.
• Experience with fixed income, commodities, credit, or options is preferred.
• Strong cross-functional communication skills and the ability to work independently and collaboratively.

Culture & Benefits

• Scientific, innovation-focused environment centered on algorithmic trading and automation.
• Collaborative community of researchers, engineers, traders, and business specialists.
• Culture of openness, transparency, and knowledge sharing.
• Competitive benefits package and performance-based bonuses.
• Diverse, inclusive workplace with colleagues and offices around the globe.