A leading quantitative hedge fund (~60 billion in AUM) is hiring a Quantitative Risk Analyst to join a cross-functional team overseeing quantitative trading models at the firm.
You will work on analyzing risk exposure across quantitative investment strategies and tool building used by the risk department. This is not a traditional risk position, the firm runs relatively lean and you will work with quants, engineers, project managers and senior management.
Responsibilities:
- Design automated analytics for the Risk department and portfolio management teams
- Calculate risk exposure across all traded asset classes
- Be responsible for a broad range of financial instruments working with the CRO, Risk teams, Quant, and Engineering teams
- Analyze and monitor quantitative investment strategies
- Hedge strategies firm-wide
- Develop systems for real-time risk and position management
- Implement pricing models into trading systems
Experience:
- 5 - 8 years of experience in quant risk or quant trading capacity, preferably
- Advanced degree in Financial Engineering or Statistics
- Python, Java
- Multi-asset class knowledge (equities, options, rates, other derivatives)
