A leading multi strategy hedge fund is hiring a Quant Risk Researcher to cover Systematic Commodities & Macro strategies in NYC.
This individual will support quantitative PMs running a variety of strategies focused on futures and options across macro asset classes and products (Commodities, Rates, FX). It's a lean team working with the PMs to deliver innovative risk and performance analytics, develop risk factor and pricing models, and enhance macro trading strategies.
The firm is open to candidates with any combination of experience working with commodities, rates, or global FX. Experience in a front office risk or quant research function is essential as this will be a fast paced team with direct exposure to PMs, traders, and desk quant teams.
They're open to a more junior candidate who wants to learn within the team or someone experienced in the 5-7 year range to hit the ground running.
Requirements:
- 2+ years in a quantitative risk, research, or trading function
- PhD and/or Masters in quantitative discipline
- Familiar with macro strategies invested in commodities, rates, and/or FX
- Broad experience working with global futures and options across asset classes
- Expertise coding in Python and developing VaR/pricing and risk factor models
- Strong communication skills for cross-team and front office interaction
