A top Multi Strategy Hedge Fund is seeking a Quant Risk Analyst to join the Equity Volatility team covering Equity Derivatives.
This is a highly quantitative role, and a PhD in a quant discipline is required.
The team focuses on risk and derivative pricing models that are utilized by equity PMs across all strategies. This hire will be responsible for quant risk research, model development, model testing, and implementation into production for front office use.
This quant risk modelling group works closely with PMs to perform research on new products and trade ideas, and develops strategy-specific risk analytics and models in addition to the equity business-wide mandate.
Responsibilities:
- Perform quantitative risk research on equity derivatives and cash equities for vol strategies
- Research, prototype, and develop derivative pricing and VaR models from scratch
- Collaborate with quant researchers and PMs on niche equity strategies
- Identify risks and advise PMs and traders on risk-aware strategy
Qualifications:
- PhD in a quant discipline is required
- 1-5 years of experience in a quantitative role
- Coding proficiency in Python, R, and/or C++
- Strongly preferred experience: equity derivatives/options, derivative pricing model development, equity quant research
