Quantitative Risk Manager
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A New York City-based hedge fund is seeking a Quantitative Risk Manager.
Job Description:
Compensation : $150000 - $200000
Job ID : 13503
Job Requirements:
- Minimum 2+ years of work experience (will probably be a 3-5 yr person
- BA / BS degree required; advanced degree in Financial Engineering or Statistics preferred but not required
- Prior trading or risk management experience is required.
- Knowledge and experience of complex financial instruments is required
- Experience with programming and data analysis tools such as Python, Java, or the equivalent is necessary for future developments in the role.
- Work experience on projects involving time series analysis/data modeling, software development/automation is useful
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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