Risk Manager | Equities

Jump Trading Jump Trading · Quant · New York, NY · Operations

This role is for a Risk Manager in the Equities division at Jump Trading, focusing on managing moment-to-moment risk, evaluating new trading strategies, and advancing the firm's internal risk layer. Responsibilities include setting exposure limits, monitoring exposures, liaising with external partners, and triaging trade-lifecycle issues. Requires strong risk management expertise, technical skills, and experience in high-pressure environments, with proficiency in Python, SQL, and Excel.

What you'd actually do

  1. Serve as the NYC go-to operational risk partner: set and monitor exposure limits and guardrails with front office and Global Risk; operate existing controls and alerting; investigate, escalate, and document exceptions.
  2. Monitor factor/sector and liquidity/correlation exposures across strategies and firm-level aggregates using firm-provided tools; collaborate with Market Risk and front office to review scenario/stress outputs, align on assumptions, and communicate practical implications.
  3. Perform daily and intraday risk monitoring to identify and escalate material exposures, concentrations, anomalies, and control exceptions across regions.
  4. Apply practical US equity market microstructure knowledge to inform monitoring, limits, controls, and scenarios.
  5. Liaise with internal partners and external prime brokers, clearing firms, and exchanges on margin/financing, locates, market access controls, and corporate actions.

Skills

Required

  • At least 7 years in equities-focused risk or trading across developed/emerging markets.
  • Bachelor’s degree required; including a strong academic record.
  • Operational risk fluency across the trade lifecycle, prime brokerage/clearing (margin/financing), short inventory/locates, market access controls, and exchange connectivity/trading systems.
  • Factor literacy: experience consuming outputs from factor models (e.g., Barra, Axioma) and common measures (e.g. VaR) to interpret and communicate risk.
  • Practical US equity market microstructure knowledge and how it informs monitoring, limits, controls, and scenarios.
  • Python, SQL, experience with Bloomberg, and advanced Excel required for querying firm datasets, validation, ad hoc analysis, and light automation.
  • Ability to communicate in a way that is crisp, credible at the desk, effective with traders and technologists, and calm under pressure.
  • Reliable and predictable availability, including onsite presence in New York with flexibility for occasional off-hours support.

What the JD emphasized

  • At least 7 years in equities-focused risk or trading across developed/emerging markets.
  • Operational risk fluency across the trade lifecycle, prime brokerage/clearing (margin/financing), short inventory/locates, market access controls, and exchange connectivity/trading systems.
  • Practical US equity market microstructure knowledge and how it informs monitoring, limits, controls, and scenarios.
  • Python, SQL, experience with Bloomberg, and advanced Excel required for querying firm datasets, validation, ad hoc analysis, and light automation.