A Global Hedge Fund based in New York City is looking to add a Quantitative Risk Analyst. The Risk Analyst will analyze complex data sets to analyze portfolio performance and risk. The ideal Risk Analyst will have strong experience in Python and an advanced degree in Mathematics or Statistics.
Responsibilities
- Analyzing performance and risk exposure of firm portfolios
- Watching markets, thinking critically about market conditions or risk events, and estimating their impact on firm portfolios.
- Estimating, analyzing, and monitoring inputs and outputs of quantitative investment strategies.
- Analyzing and building new metrics, dashboards, and tools for the Risk department.
- Research ideas to improve risk forecast and control of the firm’s portfolios.
- Perform quantitative data analysis, develop knowledge of various financial instruments, run large-scale distributed computations, and maximize technological automation.
- Interface with stakeholders such as portfolio managers and quantitative modelers.
Qualifications
- A minimum of three years of experience in projects involving time series analysis/data modeling and software development/automation is preferred.
- BA / BS degree required; advanced degree in Financial Engineering or Mathematics/Statistics preferred but not required.
- Experience with Python programming and data analysis tools.
- Experience with financial analysis and financial instruments preferred, such as equities, options, rates, and other financial derivatives.
- Prior trading or risk management experience is preferred.
- Work experience on projects involving time series analysis/data modeling and software development/automation is preferred.
- Strong communication skills.
