Quantitative Risk - Fixed Income


Division

Financial Services - Front Office

Location

Stamford, Connecticut

Employment Type

Permanent



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Our client is a top rated $30Bil AUM global Multi-Strategy Hedge Fund headquartered in New York and is seeking a Quantitative Risk professional to join their distinguished team in Connecticut. They have posted superior returns and continuously out performed peers, attracting world-class investment professionals and team which are then supported by the best infrastructure, technology & business partners. 


Compensation : $200000 - $300000
Job ID : 21735

Job Function

  • Provide analysis and work with the team to understand, report on and help refine the portfolios construction and investment strategy
  • Work with Risk Management, Portfolio Team & Developers to develop market-forward risk management tools & analysis
  • Work with large data sets to run market simulations utilizing internal & external data sources
  • Identify and report on key of portfolio risk profiles & performance working with the team to design & facilitate enhancement in the portfolio construction to impact returns
  • Help design & improve various VAR limit frameworks across the spectrum of credit products
  • Report into upper management innovative tools & novel approaches to augment performance on an individual portfolio & firmwide basis


Job Requirements:

  • Bachelors degree or higher from a top university w/in STEM or High Science curriculum
  • Must have 7+ years proven Quantitative Risk/Trading related to credit markets (a must)
  • Exceptional mathematical & econometrics background
  • My have expert level proficiency in Python & SQL and high proficiency in MATLAB, VBA, R
  • Strong communication skills -- verbal & writing
  • Proficient in MSO
  • Manage deadlines with a high degree of mastery & attention to details
  • Comfortable multi-tasking--working with the global Risk team, Portfolio teams in a fast-paced work environment
  • Comfortable working on a global team including on ad hoc projects as requested

 

 

 

Disclosure: The hourly rates and/or salaries listed may or may not reflect total compensation packages including bonus and fringe benefits, etc., nor are the advertisement(s) posted a guarantee of a certain compensation package for a position or bona fide offer of employment. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, or protected veteran status and will not be discriminated against on the basis of disability.

 

 

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21735