Quant Market Risk Analyst - Hedge Fund
Financial Services - Front Office
New York, New York
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A multi-strategy hedge fund with offices globally is continuing to build out their Fixed Income & Macro platform. They're looking for high-performing quantitative risk analysts to join their world-class risk & quantitative research team.
Compensation : $200000 - $225000
Job ID : 13934
- Analyze firm portfolios to identify market risks and performance drivers; expand the current risk infrastructure to facilitate efficient risk management and ensure comprehensive coverage of firm risk exposures.
- Support senior risk managers and colleagues on topics such as risk limit usage, firm and portfolio risk exposures, tail risks, and forward-looking risk events.
- Demonstrate a strong understanding of foundational market risk management concepts such as model Greeks, historical stress testing, value-at-risk, liquidity measurement.
- Help design and prototype risk analytics and reports for portfolios of diverse products and strategies.
- Collaborate closely with the technology team to deploy prototypes to production; continuously enhance reports and systems areas when necessary.
- Work with other groups (Operations, Finance, Treasury, Compliance) to strengthen data integration, develop firm reports, and to produce collaborative analysis for management.
- Evaluate reference data and vendor analytics packages; work to integrate them into the risk system. Remediate data issues, QA new features and isolate issues in existing risk system in conjunction with risk technology.
- 3+ years of work experience in market risk or trading in Macro, Fixed Income, Fx, Credit
- Solid product knowledge & analytical rigor in terms of pricing models, risk sensitivities and best practices for risk aggregation in a portfolio context
- Bachelor degree with a strong academic record. An advanced STEM degree advantaged
- Expertise working with large data sets & databases is required
- High proficiency in SQL, Python a must; MATLAB, R desirable
- Experience with MSCI/RiskMetrics & other market risk platforms in a production environment critical
- Essential experience with pricing functions packages (i.e., FinCad, QuantLib).
- Strong communication skills with prior experience interacting with Risk Managers, Senior Management and Back-office personnel.
- The ability to multi-task while also having the ability to work well within a team to deliver on deadlines in a fast-paced environment
- Professionalism & integrity are paramount characteristics