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Risk and Pnl Production Support Engineer
Qube Research & Technologies
New York1mo ago
About the role
<p>Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology and trading expertise has shaped QRT’s collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.</p>
<p><strong>Your future role within QRT:</strong></p>
<ul>
<li><span data-contrast="auto">The successful candidate will join the Production Management team based in New York, providing high-touch support to the QRT trading desks and Risk managers with a dedicated focus on Risk and PnL systems. </span><span data-ccp-props="{"201341983":0,"335551550":6,"335551620":6,"335559739":0,"335559740":240}"> </span></li>
<li><span data-contrast="auto">QRT trades across all major EMEA and US markets, and this role sits at the intersection of technology and front office operations.</span><span data-ccp-props="{"201341983":0,"335551550":6,"335551620":6,"335559739":0,"335559740":240}"> </span></li>
<li><span data-contrast="auto">You will be the primary point of contact for the investigation and resolution of issues impacting real-time risk monitoring, daily PnL figures, and trade / positions reconciliation. </span><span data-ccp-props="{"201341983":0,"335551550":6,"335551620":6,"335559739":0,"335559740":240}"> </span></li>
<li><span data-contrast="auto">You will work closely with traders, quants, and finance teams to ensure the integrity and availability of risk and PnL data throughout the trading day and at end of day. You will also liaise with internal development, quant research, and external counterparties to maintain a stable and accurate production environment.</span><span data-ccp-props="{"201341983":0,"335551550":6,"335551620":6,"335559739":0,"335559740":240}"> </span></li>
</ul>
<p><strong>Your present skillset:</strong></p>
<ul>
<li><em><span data-contrast="auto">Real-time risk support</span></em><span data-contrast="auto">: Monitor and support intraday risk systems, ensuring live Greeks, exposure, and limit utilisation data are accurate and available to the front office throughout the trading day</span><span data-ccp-props="{"201341983":0,"335559739":0,"335559740":240}"> </span></li>
<li><em><span data-contrast="auto">PnL production and reconciliation</span></em><span data-contrast="auto">: Own the end-of-day PnL process, including identification and resolution of breaks between trader flash PnL and official finance PnL</span><span data-ccp-props="{"201341983":0,"335559739":0,"335559740":240}"> </span></li>
<li><em><span data-contrast="auto">Trade and position reconciliation</span></em><span data-contrast="auto">: Investigate and resolve position breaks between internal systems, prime brokers, and exchange/clearing houses</span><span data-ccp-props="{"201341983":0,"335559739":0,"335559740":240}"> </span></li>
<li><em><span data-contrast="auto">Market data integrity</span></em><span data-contrast="auto">: Ensure pricing and reference data feeds (EOD prices, vol surfaces, yield curves) used in risk and PnL calculations are correct and complete</span><span data-ccp-props="{"201341983":0,"335559739":0,"335559740":240}"> </span></li>
<li><em><span data-contrast="auto">Explain PnL attribution</span></em><span data-contrast="auto">: Work with traders and quants to explain PnL moves by decomposing into risk factors (delta, gamma, vega, theta, etc.)</span><span data-ccp-props="{"201341983":0,"335559739":0,"335559740":240}"> </span></li>
<li><em><span data-contrast="auto">System availability</span></em><span data-contrast="auto">: Ensure all risk and PnL components are operational before the start of each trading session; manage morning health checks and sign-off processes</span><span data-ccp-props="{"201341983":0,"335559739":0,"335559740":240}"> </span></li>
<li><em><span data-contrast="auto">Incident management</span></em><span data-contrast="auto">: Lead investigation and resolution of risk or PnL discrepancies, communicating clearly with traders and senior management under time pressure</span><span data-ccp-props="{"201341983":0,"335559739":0,"335559740":240}"> </span></li>
<li><em><span data-contrast="auto">Process improvement</span></em><span data-contrast="auto">: Develop scripts and tools to automate reconciliation, monitoring, and alerting workflows to reduce manual effort and improve accuracy</span><span data-ccp-props="{"201341983":0,"335559739":0,"335559740":240}"> </span></li>
<li><span data-contrast="auto">Release management: Support the deployment of risk system and PnL platform releases, validating output integrity before and after changes</span><span data-ccp-props="{"201341983":0,"335551550":6,"335551620":6,"335559739":0,"335559740":240}"> </span></li>
<li><em><span data-contrast="auto">Evening/weekend support</span></em><span data-contrast="auto">: Provide on-call coverage for critical end-of-day and start-of-day processes, normally via remote access</span><span data-ccp-props="{"134233118":true,"201341983":0,"335551550":6,"335551620":6,"335559739":0,"335559740":240}"> </span></li>
</ul>
<p><strong><span data-contrast="auto">Essential</span></strong><span data-ccp-props="{"134233117":true,"134233118":true,"201341983":0,"335551550":6,"335551620":6,"335559685":720,"335559739":0,"335559740":240}"> </span></p>
<ul>
<li><span data-contrast="auto">Minimum 2 years in a risk, PnL, or quantitative support role within a trading firm, hedge fund, or investment bank</span></li>
<li><span data-contrast="auto">Strong understanding of risk metrics: delta, gamma, vega, theta, DV01, and portfolio-level exposure aggregation</span><span data-ccp-props="{"201341983":0,"335551550":6,"335551620":6,"335559685":720,"335559739":0,"335559740":240}"> </span></li>
<li><span data-contrast="auto">Hands-on experience with PnL production workflows, including flash vs. official PnL reconciliation and attribution</span><span data-ccp-props="{"201341983":0,"335551550":6,"335551620":6,"335559685":720,"335559739":0,"335559740":240}"> </span></li>
<li><span data-contrast="auto">Familiarity with financial instruments across at least two asset classes (Equities, Futures, Commodities, FX, Fixed Income) </span><span data-ccp-props="{"201341983":0,"335551550":6,"335551620":6,"335559685":720,"335559739":0,"335559740":240}"> </span></li>
<li><span data-contrast="auto">Strong relational database skills – able to query and investigate data independently (SQL Server or Postgres preferred)</span><span data-ccp-props="{"201341983":0,"335551550":6,"335551620":6,"335559685":720,"335559739":0,"335559740":240}"> </span></li>
<li><span data-contrast="auto">~1 year of scripting experience in Python, Bash, or PowerShell for automation and investigation tooling</span><span data-ccp-props="{"201341983":0,"335551550":6,"335551620":6,"335559685":720,"335559739":0,"335559740":240}"> </span></li>
<li><span data-contrast="auto">Excellent analytical and problem-solving skills with a methodical approach to root cause analysis</span><span data-ccp-props="{"201341983":0,"335551550":6,"335551620":6,"335559685":720,"335559739":0,"335559740":240}"> </span></li>
<li><span data-contrast="auto">Strong written and oral communication skills – able to explain technical issues clearly to traders and senior stakeholders</span><span data-ccp-props="{"201341983":0,"335551550":6,"335551620":6,"335559685":720,"335559739":0,"335559740":240}"> </span></li>
<li><span data-contrast="auto">High sense of ownership: proactive in following issues through to resolution without being chased</span><span data-ccp-props="{"201341983":0,"335551550":6,"335551620":6,"335559685":720,"335559739":0,"335559740":240}"> </span></li>
</ul>
<p><span class="TextRun SCXW173378632 BCX8" lang="EN-GB" data-contrast="auto"><span class="NormalTextRun SCXW173378632 BCX8">Base salary range for this position is $15</span><span class="NormalTextRun SCXW173378632 BCX8">0</span><span class="NormalTextRun SCXW173378632 BCX8">,000 to $</span><span class="NormalTextRun SCXW173378632 BCX8">220</span><span class="NormalTextRun SCXW173378632 BCX8">,000 per year.</span></span><span class="EOP SCXW173378632 BCX8" data-ccp-props="{}"> </span></p>
<p><span data-olk-copy-source="MessageBody">QRT Total Compensation includes discretionary performance-based bonuses and a competitive benefits package.</span></p>
<p> </p>
<p> </p>
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