A leading Asset Manager is hiring an Investment Risk Analyst to join the Equity Index business in their Philadelphia headquarters.
This team sits on the trade floor embedded with a team of 30-35 Equity Portfolio Managers and Traders. This individual will cover multi-trillion dollar portfolios of actively rebalanced equity funds and report directly to the Head of Index Investment Risk.
You'll be working closely with portfolio managers to develop new risk analytics, enhance risk models, and take ad hoc projects to improve portfolio and fund construction.
- Research and design custom risk analytics for portfolio managers
- Analyze historical performance and suggest enhancements to modelling choices
- Advise PMs on fund exposures and rebalance ideas
- Present to senior risk managers, portfolio managers, and investment/risk committees
- 1-3 years of equity risk experience
- Master's in a quantitative discipline
- Proficiency using Python, SQL, or another scripting language to analyze, aggregate, and visualize data
- Knowledge of US and Global cash equities, equity futures, and equity swaps
- Excellent written and verbal communication skills