Job Opportunity
Quantitative Risk Analyst
New York, NY
Job Summary
Leading Hedge Fund in Manhattan is looking for a full time, permanent, quantitative risk analyst who has distinctive problem solving skills and strong quantitative and computational skills. Ensure consistency and accuracy of risk & performance data published by the Risk Team. Graduate degree in Finance or quantitative discipline desirable, or equivalent practical experience.
Details
Role and Responsibilities
* Take ownership of and support/enhance existing risk analysis, reporting processes and systems/applications
* Make risk data available in various formats required by end-users (e.g., Tableau reports; data base tables; Excel-Add in for Investment team); respond to follow up
questions
* Ensure consistency and accuracy of risk & performance data published by the Risk Team
* Contribute to the refinement of risk management frameworks; implement enhancements in our systems and reporting infrastructure
* Expect to work on multiple projects simultaneously. These projects may include ad hoc data analysis, data visualization and calculating risk metrics concerning current
risk issues
* Create documentation of risk frameworks, code, data flow and report generation
* Provide recommendations to team to improve calculations, methodologies, systems and automate processes
Desired Background
Education
* Undergraduate degree in electrical engineering, computer sciences, math, physics or financial engineering
* Graduate degree in Finance or quantitative discipline desirable, or equivalent practical experience
* FRM Level 1/CFA Level 1 preferred if no practical risk or asset management experience
Technical Skills
* Solid econometrics and basic risk math skills (VaR models, factor models, linear algebra etc.)
* Solid Python programmer with knowledge of pandas and numpy libraries
* Knowledge of database design and SQL
* Knowledge of Excel/VBA; Tableau is a plus
Business Experience
* Ideal candidate has 0-4 years of experience; if no experience, must have graduate degree
* Exposure to risk management work in a Macro / Market Risk or portfolio construction context desirable
Personality
* High motivation & drive: Takes initiative, goal-oriented, ownership mindset
* Detail orientation: Natural curiosity, strive to deeply understand context and business system affecting applications; really can dig into details and achieve number
accuracy
* Problem solving: Sharp analytical thinking * both conceptual and numerical; good at issue identification and structuring
* Communication skills: Very precise and oral and written communication; can distill and communicate the *so what*; fully in command of English language
* Collaborative style: Listens well, puts team first
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- Min Experience: None