About the company
I am working with the systematic trading arm of a leading US hedge fund. We are seeking a mid-level Quantitative Risk Analyst (3+ years) to join the Risk & Quantitative Research team.
Responsibilities of the role
- Evaluate portfolios and strategies to pinpoint risk and performance factors, and enhance the current risk infrastructure to support effective risk management while deepening the understanding of portfolio construction and investment behaviors.
- Collaborate with senior risk managers to engage portfolio managers and research analysts on topics such as risk limit utilization, portfolio construction, tail risk exposure, and upcoming risk events, while also addressing ad hoc queries from senior management, portfolio managers, and risk managers.
- Assist in the design and enhancement of stress testing, Value at Risk (VaR), and various limit frameworks for macro portfolios.
- Conduct research to develop innovative risk management methods, tools, and analytics that investment teams and risk managers can utilize to better understand portfolio risk characteristics, and present these findings to senior management.
- Work with the technology team to transition prototypes into production, continually improving them as needed, and collaborate with macro strategists and the valuation team to ensure the accuracy and high quality of valuation and risk models.
Key Requirements
- Master’s degree or higher in quantitative finance, statistics, math, engineering, or computer science.
- 3+ years of work experience in a quantitative research, trading, or risk management capacity related to macro products (rates and/or FX).
- Solid product knowledge and analytical rigor in terms of pricing models, risk sensitivities and the best practice for risk aggregation in a portfolio context.
- High level of proficiency in SQL and quantitative programming (Python, MATLAB, R) and experience dealing with large data sets.
- Strong attention to detail and willingness to go the extra mile to ensure the accuracy and quality of the work.
- Excellent communication skills and prior experience interacting with portfolio managers.
- Ability to manage multiple tasks and deadlines independently in a fast-paced environment.
- Ability to proactively seek new ideas and solution to improve the status quo.
- Strong work ethic; reliable and accountable.
- Ability to work cooperatively with all levels of staff as part of a team.
- A commitment to the highest ethical standards and to act with professionalism and integrity.
If you believe you fit the requirements for the role, please click APPLY NOW or send an email to [email protected] with your latest CV.
Note: We regret that only shortlisted candidates will be notified.
Data provided is for recruitment purposes only.
Business License Number: 200611680D
EA Licence Number: 10C5117 | EA Registration Number: R23113442
#LI-ET1
