A leading quantitative hedge fund (~60 billion in AUM) is hiring a Quantitative Risk Analyst to join a cross-functional team overseeing systematic trading models at the firm.
You will work on analyzing risk exposure across quantitative investment strategies and tool building used by the risk department. This is not a traditional risk position, the firm runs relatively lean and you will work with quants, engineers, project managers and senior management.
Responsibilities:
- Analyzing performance and risk exposure of investment portfolios
- Watching markets, thinking critically about market conditions or risk events, and estimating their impact on investment portfolios.
- Estimating, analyzing, and monitoring inputs and outputs of quantitative investment strategies.
- Analyzing and building new metrics, dashboards, and tools for the Risk and Trading teams.
- Researching ideas to improve risk forecasting and control for investment portfolios.
- Knowledge: Good understanding of financial instruments.
- Exposure: Any product. Financial instruments, strong programming skills.
- Functions: Trade support, quants, you will be deployed across multiple needs.
- Motivation: Exposure to multiple business products and diverse stakeholders.
- Need to know multiple financial products and been keen on finance
Qualifications:
- Experience: 5-8 years buy side multi asset risk experience
- Python
- Java (nice to have)
- Equities, options, rates, other derivatives experience
- Time series analysis/data modeling, software development/automation nice to have
- Advanced degree in Financial Engineering, Statistics, or Mathematics
