Our client is seeking a mid-level Quantitative Risk Analyst to join their Risk & Quantitative Research (RQR) team.
The RQR team is integral to the investment process, fostering a culture of effective risk management and accurate performance attribution. Quantitative Risk Analysts perform research to identify opportunities for improved risk management, investment behavior, and portfolio construction, with the goal of delivering superior risk-adjusted performance. The primary mission is to protect the firm from improper levels of exposure and ensure that risk-taking is always efficient and deliberate.
The ideal candidate is an intelligent and creative problem solver who can effectively articulate ideas to a diverse audience in a fast-paced environment. Experience in quantitative investment research is a plus. Currently, they are specifically looking for a candidate well-versed in rates.
Key Responsibilities:
- Analyze portfolios and strategies to identify risk and performance drivers; expand the current risk infrastructure to facilitate efficient risk management and improve understanding of portfolio construction and investment behavior.
- Work with senior risk managers to engage with portfolio managers and research analysts on topics such as risk limit usage, portfolio construction, tail exposure, and forward-looking risk events; address ad hoc inquiries from senior management, PMs, and risk managers.
- Help design and improve stress testing, Value at Risk, and various limit frameworks for macro portfolios.
- Conduct research to develop innovative risk management approaches, tools, and analytics that can be used by investment teams and risk managers to achieve better comprehension of portfolio risk characteristics; deliver research findings to senior management.
- Partner with the technology team to convert prototypes into production and continuously enhance them if necessary; collaborate with macro strategists and the valuation team to ensure the high quality of valuation and risk models.
Qualifications:
- A degree (master's strongly preferred) 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 rates; solid product knowledge and analytical rigor in pricing models, risk sensitivities, and best practices for risk aggregation in a portfolio context.
- High proficiency in SQL and quantitative programming (Python, MATLAB, R); experienced in handling large data sets.
- Strong attention to detail; willingness to go the extra mile to ensure the accuracy and quality of work.
- Excellent communication skills and prior experience interacting with portfolio managers.
- Ability to manage multiple tasks independently and meet deadlines in a fast-paced environment.
- Proactive in seeking new ideas and solutions 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.
- Commitment to the highest ethical standards and professionalism.
Why Join Them:
- They value performance and integrity.
- They are dedicated to personal and professional development.
- They reward innovation and creativity.
- They offer opportunities for long-term careers.
- They measure success by the quality of work and results achieved.
