Quantitative Risk Analyst – Equities

New York, NY

 

 

Responsibilities

 

  • Examine portfolios and strategies to comprehend the drivers of performance and develop reports that summarize the risk profiles and facilitate well-organized risk management as well as advance insight of portfolio construction and investment behavior.
  • Make enhancements in stress testing, Value at Risk and various limit frameworks around concentration and liquidity.
  • Assess external-vendor risk models to adapt and advance them (for example, developing and adding custom factors to those models) and supervise the deployment of the models.
  • Conduct research to develop innovative risk management methods, tools, and analytics to help enhance performance and better manage risk and distribute those research findings to senior management.
  • Work with developers on the specification, design, and formulation of risk management and performance attribution infrastructure.

 

 

Requirements

 

  • Three or more years of experience in a quantitative research or risk management capacity covering equities investing
  • Strong background in statistics, math, and econometrics
  • Ability to manipulate and synthesize large data sets
  • High level of proficiency in SQL and quantitative programming (Python, MATLAB, R)
  • Depth of skills enabling him/her to perform ad hoc projects and other special studies

 

 

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 10/9/2019
Salary $200,000 - $300,000 + bonus






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