I am working with a top leading global Asset Management firm looking to fill a Quantitative Risk Analyst to join its Risk & Quantitative Research team. The RQR team plays a vital role in the Firm's investment process to provide efficient risk management and performance attribution.
Located in New York or Stamford CT this is a role that performs research to identify opportunities to improve risk management, investment behavior, and portfolio construction, with the goal of helping the firm deliver superior risk-adjusted performance. The goal of the team is to protect the Firm from improper levels of exposure and ensure that risk-taking is always efficient and correct.
Responsibilities
- Analyze portfolios and strategies to understand the drivers of performance and develop reports that summarize the risk profiles and to facilitate efficient risk management as well as improve understanding of portfolio construction.
- Improve and design stress testing, Value at Risk, and various limit frameworks for portfolios of diverse products and strategies.
- 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 Risk Managers and developers on the design and development of risk management and infrastructure.
- Analyze large structured and unstructured datasets, such as internal trade/market data, and running numerical simulations and statistical analysis.
Requirements
- 3+ years of work experience in a quantitative research, trading or risk management capacity
- Technical skills in SQL and quantitative programming
- Experience in quantitative investment research is a plus.
- A candidate who is familiar with crypto strategies examples include:
- Spot/futures trading strategies with related listed instruments
- Liquidity, margining and stress-testing for alt-coins
- Trading venues and generic understanding of counterparty risk
- Data-sourcing for various alt coins and instruments
- Crypto options trading and implied-volatility modeling etc.
