Risk Manager | Equities

About the Role Jump Trading Group’s Global Risk Management team seeks a Risk Manager focused on US equities. You’ll help manage moment-to-moment risk, evaluate new strategies and markets, and collaborate with traders, technology, and compliance to advance the firm’s internal risk layer, metrics, and reporting. This role suits seasoned professionals who operate at a high bar in fast-paced environments.

What You'll Do

• 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.
• 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 outputs, align on assumptions, and communicate practical implications.
• Perform daily and intraday risk monitoring to identify and escalate material exposures, concentrations, anomalies, and control exceptions across regions.
• Apply practical US equity market microstructure knowledge to inform monitoring, limits, controls, and scenarios.
• Liaise with internal partners and external prime brokers, clearing firms, and exchanges on margin/financing, locates, market access controls, and corporate actions.
• Triage trade-lifecycle issues (trade capture, allocations, reconciliations, market data, connectivity) with Trading, Operations, Clearing, Treasury, Technology, and Compliance.
• Use Python/SQL/Excel to query firm datasets and automate light reporting where helpful.
• Other duties as assigned or needed to ensure smooth business operations.

What We're Looking For

• At least 7 years in equities-focused risk or trading across developed/emerging markets.
• Cash equities most preferred; equity derivatives and index products also useful.
• 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 clearly, credibly at the desk, and remain calm under pressure; able to work with traders and technologists.
• Reliable and predictable onsite availability in New York with flexibility for occasional off-hours support.

Nice to Have

• Experience partnering with Core Development and Technology teams to advance internal risk layer, metrics, and reporting.

Compensation & Benefits

• Salary range: $150,000—$200,000 USD per year.
• Benefits include: medical, dental, and vision insurance; HSA, FSA, and Dependent Care options; employer-paid group term life and AD&D insurance; voluntary life & AD&D; paid vacation plus paid holidays; retirement plan with employer match; paid parental leave; wellness programs.