Director, Quantitative Risk
New Yorkonsitedirector
via Greenhouse
About this role
The Opportunity
Nearwater Capital is seeking a Director, Quantitative Risk to serve as the primary risk authority for our Equity Total Return Swap (TRS) business, with additional oversight across the Structured Credit and Fixed Income TRS businesses.
This is a key leadership role with responsibility for the risk framework, controls, and risk management across the organization. It demands deep, hands-on expertise in SIMM modeling and backtesting, IM/VM margin operations, and collateral management, along with fluency in the conduct, supervision, and compliance standards applicable to SBSD-registered entities.
What You'll Do
Equity TRS Risk Management…
What we'd score you on
reqspace match rubricFive dimensions, recruiter-grade. Upload your resume and we'll generate a written explanation of where you fit and where the gaps are.
1
Skills match
For this role: python, r, sql
2
Level fit
This role is director-level. We check your trajectory against it.
3
Domain experience
Your work in the role's domain matters more than your years total. We weight recent and direct experience.
4
Recency
A skill you used last quarter weighs more than one from five years ago. We grade on recency, not lifetime.
5
Location fit
This role is based in New York. We weight your proximity and willingness to relocate.
Score yourself on this role.
Free · no card · written explanation included
Skills in this role
Pulled from the job description. These are the keywords we'll weight when scoring your fit.
pythonrsql
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