Global hedge fund seeks a quant risk analyst
Quantitative Analyst, Risk Management – New York, NY
Global Hedge Fund is seeking a Quantitative Analyst for its Risk Management Group. This person will work as part of the team responsible for quantifying, monitoring, and managing risk for the funds various strategies. The group generates and reviews portfolio-level risk analytics for all funds, and also supports senior management by providing portfolio exposures and other relevant market risk metrics relating to the funds.
- Analytical and quantitative research support for firm wide market Risk Management group.
- Risk model research and development (stress testing, volatility/VaR forecasting and decomposition, beta forecasting).
- Liquidity and transaction cost analysis.
- Work with firmwide technology group to produce and automate analyses and reports.
- Bachelor’s Degree in quantitative field with finance coursework. Graduate degree preferred.
- Strong empirical research skills. Graduate level training in applied statistics/econometrics preferred.
- Familiarity with broad array of hedge fund strategies and asset classes (fundamental and quantitative strategies in equities, derivatives, convertible bonds, credit, and macro)
- 2-5 years relevant experience. Market risk management, quantitative research, or portfolio management experience preferred.
- Proficiency in statistical programming language (Matlab, R, Stata), SQL, Excel. More advanced programming experience (Python, Perl, Java, C/C++, C#, VB) not required but a plus.
- Familiarity with buyside analytics (MSCI Barra, Axioma, FINCAD, Quantifi, Monis) and data sources (Bloomberg, Thomson QA, Markit)
- Effective communication skills and ability to work with investment and infrastructure professionals across the firm.
- Ability and desire to be a strong team player; exceptional can-do attitude and work ethic.
To apply for this mandate, complete the form below:
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