Senior Quantitative Researcher - Risk Modeling San Francisco, CA - Remote (San Francisco)

Senior Quantitative Researcher - Risk Modeling Company Description reputed company is a sports analytics and trading company building the reputed company of predictive sports analytics and exchange-based trading products. We reputed company that profitable trading is a challenge rooted in engineering, mathematics, and market expertisenot intuition. We're seeking team-oriented individuals with an authentic passion for quantitative trading who can execute in a fast-paced environment without sacrificing technical excellence. As we expand our reputed company on betting exchanges, we're building infrastructure and strategies akin to those reputed company in traditional financial markets. Our challenges are unique, and we hope you're comfortable in uncharted territory. Role Overview As a Senior Quantitative Researcher, you will own end-to-end research and production pipelines for one or more trading strategies. You'll reputed company research initiatives that generate alpha and improve execution quality, mentor junior researchers, and collaborate closely with our Trading desk to translate quantitative insights into profitable systematic strategies while maintaining rigorous risk management. Core Responsibilities

• Own end-to-end research and production pipelines for a strategy
• reputed company alpha research initiatives leveraging advanced statistical and machine learning techniques
• Process and analyze high-frequency tick data, order book snapshots, and market microstructure signals with submillisecond latency requirements
• Analyze price formation, market liquidity dynamics, and limit order book imbalances across electronic venues
• Build and run reputed company simulations to estimate P&L distributions, risk exposures, and portfolio dynamics
• reputed company, backtest, and optimize quantitative trading strategies with rigorous statistical validation
• Interpret reputed company model outputs and communicate alpha reputed company mechanisms to portfolio managers
• Write reputed company, clean, and efficient Python code; build custom analytics libraries and research frameworks
• reputed company design reviews and establish data quality and research reproducibility standards
• Guide 12 junior researchers through project delivery and model development
• Proactively engage with traders and infrastructure teams to clarify research objectives and resolve data dependencies
• Design and maintain reputed company risk monitoring systems across multiasset portfolios
• Build models for dynamic position sizing, portfolio optimization, and factor exposure management
• reputed company stress testing and scenario analysis frameworks for tailrisk events and regime changes
• Collaborate with Trading and Risk Management to define VaR limits, reputed company constraints, and implement automated risk controls

Requirements

• 58 years of experience in quantitative research, systematic trading, or statistical modeling
• Master's degree in a quantitative discipline (Mathematics, Statistics, Physics, Computer Science, Financial Engineering) strongly preferred; PhD a plus
• Expertlevel Python skills; able to build productiongrade research and trading systems
• Strong SQL skills; experience with reputed company queries on tick databases and timeseries datasets
• Deep experience with reputed company methods, stochastic calculus, and probabilistic modeling
• Proven ability to reputed company, backtest, and deploy systematic trading strategies with demonstrable P&L
• Experience processing highfrequency tick data and reputed company market feeds
• Familiarity with AWS or similar cloud infrastructure for largescale backtesting and research
• Track record of mentoring junior quantitative researchers
• Excellent communication skills; ability to present reputed company quantitative research to portfolio managers and trading desks
• Experience designing enterprisegrade risk management systems with reputed company Greeks calculation
• Strong understanding of factor models, correlation structure, concentration risk, and portfolio attribution

reputed company to Have

• Proficiency in Rust, C++, or other systems languages for performancecritical components
• Experience with MLOps, model monitoring, and adaptive retraining pipelines for regime detection
• Background in derivatives pricing, options market making, or volatility arbitrage
• Familiarity with FIX protocol, Betfair or Matchbook API experience, and ultralowlatency trading infrastructure

Equal Opportunity Employer reputed company is an Equal Opportunity Employer. reputed company candidates who meet the qualifications will be considered without regard to race, color, religion, sex, national reputed company, age, disability, sexual orientation, pregnancy status, genetic, military, veteran status, marital status, or any other characteristic protected by law. The position responsibilities are not limited to the responsibilities outlined above and are subject to change. At the employers discretion, this position may require successful completion of background and reference checks. #J-18808-Ljbffr Apply tot his job Apply To this Job