Hiring: Senior Systematic Risk Manager Company: X4 Engineering Location: New York, United States Job Posted Time: 2026-09-15 11:18:01 Target Skills & Keywords : C#, C++, Foundry, LLM, Machine Learning, Python, Risk Management About the job Experience: •Execution algorithms and market microstructure. •Transaction cost analysis and modelling. •Machine Learning or LLM applications within systematic trading. •If you're interested in learning more about this opportunity, please apply via the advert or get in touch with a.koivio@x4engineering.com Qualifications: •Master's or PhD in Mathematics, Physics, Computer Science, Financial Engineering, or another quantitative discipline. •10+ years' experience within quantitative finance, ideally as a Risk Manager, Quantitative Researcher, Portfolio Manager, or Quant Trader. •Strong programming skills in Python, C++, or C#. •Comprehensive expertise in equity statistical arbitrage and equity factor models. •Excellent communication skills with the ability to partner closely with Portfolio Managers and senior stakeholders. •Strong analytical mindset with exceptional attention to detail and a genuine passion for financial markets. Compensation: •$250,000 - $300,000 / year Interested candidates, please apply directly through the job posting on company's career page or try via AI auto apply on this platform. Don't miss this opportunity to join a forward-thinking team!