Quantitative Risk Analyst - Macro Risk & Quantitative Research
Information About This Job
|Job Title:||Quantitative Risk Analyst - Macro Risk & Quantitative Research|
|Contact Name:||Adam Small|
|Job Published:||3 months ago|
A well-known asset management firm is seeking a Quantitative Risk Analyst to join its Risk Management & Quantitative Research (RQR) team. They are looking for individuals with experience in fixed-income and FX products. This role can be based in New York, NY or Stamford, CT.
The RQR team plays a vital role in the Firm’s investment process, building a deeply rooted culture of efficient risk management and factful performance attribution. Quantitative Risk Analysts perform research to identify opportunities for improved risk management, investment behavior, and portfolio construction, with the goal of helping the firm deliver superior risk-adjusted performance. The paramount mission of the team is to protect the Firm from improper levels of exposure and ensure that risk-taking is always efficient and deliberate.
The ideal candidate is a smart and creative problem solver who can articulate one’s ideas effectively to a diverse audience in a fast-paced environment. Experience in quantitative investment research is a plus.
Investigate portfolios and strategies to understand the drivers of performance and develop reports that summarize the risk profiles and facilitate efficient risk management as well as improve understanding of portfolio construction and investment behavior.
Drive improvements in stress testing, Value at Risk and various limit frameworks around concentration and liquidity.
Evaluate external-vendor risk models to adapt and improve them (for example, developing and adding custom factors to those models) and oversee the deployment of the models.
Conduct research to develop innovative risk management approaches, tools and analytics to help improve performance and better manage risk and deliver those research findings to senior management.
Work with developers on the specification, design and development of risk management and performance attribution infrastructure.
Most of the above tasks will require analyzing large structured and unstructured data sets such as internal trade data, risk model data, fundamental data, and sentiment data and running simulations and back-tests.
Skills & Experience
Three or more years of experience in a quantitative research or risk management capacity covering fixed-income and/or FX investing
Strong background in statistics, math, and econometrics
Ability to manipulate and synthesize large data sets
High level of proficiency in SQL and quantitative programming (Python, MATLAB, R)
Intellectual curiosity and depth of skills enabling him/her to perform ad-hoc tasks and special projects.
High-energy and relentless personality with a desire to proactively ideate opportunities and the ability to manage multiple tasks and deadlines in a fast-paced environment
Excellent interpersonal skills and “emotional intelligence” – we seek a demonstrated ability to build relationships both internally and externally
Strong communications skills – an ability to clearly and concisely articulate complex ideas to senior management and portfolio managers is critical
A commitment to the highest ethical standards and to act with professionalism and integrity