A top multi-strategy hedge fund in New York is looking to add an experienced quantitative strategist within their portfolio research team. The fund manages ~60b in assets, running fundamental and quantitative strategies across equities, fixed income, bonds, commodities, etc. They have been the fastest growing hedge fund over the last 5 years and are fully innovating how they manage risk at the portfolio and fund levels.
As a result of this growth, they have built up a new Portfolio Research team. They are hands-on quant/analytics focused group tasked with leading research efforts across the firm to help them improve their risk methodology and risk analytics to drive better returns.
In this position you will be responsible for:
- Ownership in developing quantitative and statistical analytics for reporting across the platform to help inform CIO and business management decisions
- Building risk, performance, and capital analytics for enterprise-wide initiatives
- Develop quant frameworks for risks across the platform
- Work on risk and capital model development, stress-testing (across asset classes)
- Scenario design model development
- Build performance and measurement analytics to help CIO office on management decisions - capital allocations across portfolio management teams
- Build volatility, capital, risk, and P&L metrics for senior management
Qualifications include:
- 5-7 years Buy Side Quantitative Multi-Asset or Fixed Income (e.g. rates, credit, mortgages) experience.
- Hands on experience with developing and maintaining derivative pricing models.
- Working knowledge of mathematical tools like: linear models, dimensionality reductions
- Graduate degree in a quant discipline: statistics, mathematics, engineering
- 5+ years working experience with Python (Polars and/or Pandas), SQL
