A Premier Quant Hedge Fund with over $30 Billion AUM is hiring a Risk Manager to join the team in NYC.
The fund trades all asset classes across a variety of systematic and discretionary strategies, and this individual will work with multiple PMs across the business. This is a great opportunity for siloed senior risk managers to continue expanding their coverage.
This hire may cover any of the following: L/S and Systematic Equity, Event Driven Equity, Structured Credit, FICC Systematic Futures, NA Power and Gas (phys/financial), Renewable Energy, Corporate Credit, Convertible Arbitrage, and/or Discretionary Macro.
- Perform in depth risk research across a variety of strategies
- Work directly with a group of PMs to deliver risk analysis, portfolio construction recommendations, strategy enhancements, and performance metrics
- Analyze and visualize data and present to front office groups
- Develop quant models, desk tools and analytics, and ad hoc projects
- MS or PhD in a quantitative discipline
- 5+ years risk management experience and 2+ years of quant research/PM experience
- Multi asset background
- Proficiency in Python, C++, R, and/or SQL
- Excellent written and verbal presentation