Quant Macro Analyst, Risk Management

Stamford, CT

Responsibilities

 

  • Help senior management understand and manage risk in the firm’s macro business and allocate capital in order to maximize risk-adjusted returns.
  • Analyze the portfolios in the macro business and the strategies being deployed in each of the books and identify the drivers of performance.
  • Provide insights into the quality of the strategies – their sustainability, scalability, risk-reward, etc.
  • Define and compute various common risk factors that drive the correlation across different macro strategies and also identify relevant stress scenarios that we should track and use to manage our leverage.
  • Ensure the accuracy of various risk exposure numbers throughout the risk systems
  • Work closely with developers in designing and maintaining the risk system and understanding the flow of data.

 

 

 

Requirements

 

  • Two or more years of experience working as a quantitative analyst covering Fixed Income and FX products
  • High level of proficiency with SQL
  • Experience performing statistical analysis using one of the following: Python, R, MATLAB
  • Strong communications skills, with the ability to communicate clearly and concisely to senior management and portfolio managers
  • A high-energy personality and the ability to manage multiple tasks and deadlines in a fast-paced environment
  • A high degree of drive – must be a self-starter
  • Thorough and detail-oriented
  • The ability to recognize and seize opportunities
  • A depth of skills enabling him/her to perform ad hoc and other special studies
  • The ability to work cooperatively with all levels of staff and to thrive in a team-oriented environment
  • A commitment to the highest ethical standards and who act with professionalism and integrity at all times

 

 

 

 

 

Note: Qualified candidates will be contacted within 2 business days of application. If an applicant does not meet the above criteria, we will keep your resume on file for future opportunities and may contact you for further discussion.

Date Posted 2/7/2019
Salary Open






(2MB Max; allowed file formats: doc, docx, pdf, pptx, txt)



characters left