A growing Hedge Fund Managed Account Platform is looking to grow their client-facing Quantitative Risk Analytics team here in NYC.
The platform utilizes proprietary technolgy and provides performance and risk analytics across active investment strategies for their investors. Responsibilities include developing and enhancing risk factor models and performance analytics, analyzing and executing hedge strategies and portfolio rebalancing, and providing portfolio construction advice to external investors and managers.
This is a growth hire to join a very lean, client-facing team that wears multiple hats across the business. It's a great opportunity for anyone from a buyside or sellside risk modelling background to gain unique perspective on the market and work directly with investors and fund managers.
Requirements:
- 1-5 years in a quantitative risk modelling position
- Experience developing parametric/analytical VaR models, enhancing risk factor models, researching custom factors and fund specific risk + performance analytics
- Multi asset experience with Equity + Fixed Income strategies
- Familiarity with Axioma, MSCI Barra, BlackRock Aladdin, and other third party factor models
- Proficiency in Python, Java, and KDB
- Excellent communication to interface with clients
