Quant jobs / Hudson River Trading

Risk Manager – Commodities

The first dedicated commodities risk manager at an automated trading firm, owning market and liquidity risk for a new growth area. It sits in the central risk team and works closely with traders and operations.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Design risk controls for futures relative-value and physical-versus-derivative strategies
Calibrate limit thresholds from historical data
Build risk models that handle commodity features such as seasonality
Assess the risk profile of new strategies and advise senior management
Investigate limit breaches with trading and operations

What they ask for

Required

7+ years in commodities risk
Futures and physical commodities knowledge
Relative-value strategy understanding
Maths, physics, economics, CS, EE or statistics degree
Python, Linux, SQL
Clear communication with traders

Education: B.S. in maths, physics, economics, computer science, electrical engineering or statistics.
Experience: 7+ years as a commodities risk manager at a bank, hedge fund or asset manager
Languages and tools: Python
SQL
Linux
Markets: commodities, futures

How to prepare

Study how commodity futures curves, seasonality and roll behave
Build a VaR and stress-test notebook for a small futures portfolio
Learn liquidity and funding risk concepts, not just market risk
Practise SQL and Python for risk reporting

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Hudson River Trading’s site before applying: requirements, location and pay can change after we check them.

View the posting on Hudson River Trading’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Hudson River Trading and doesn’t handle applications.