A leading multi strategy hedge fund is hiring a Quant Risk Analyst to join their Fundamental Equities team in NYC.
This individual will report to the Head of Relative Falue/Fundamental Equities Risk. They are looking for a strong junior to mid level candidate with experience building and enhancing equity risk factor models; building from scratch would be ideal, but familiarity with Barra/Axioma models is also a plus.
This is a growth hire and a growth opportunity - you will be working directly with 30-40 equity PM teams across all sectors and industries. It's a lean risk function, so you'll be very hands on and involved in the investment process from day one. The fund views the risk organization as a value add to the front office, and this hire will be interviewing PMs, taking responsibility for PM relationships, and solving complex problems to maximize risk adjusted returns.
Qualifications:
- 1-3 years of quant risk or quant research experience
- Hedge fund experience a huge plus
- Familiarity with Barra/Axioma factor models
- Experience developing and researching risk factors
- Proficiency using Python, SQL, and R for analysis; Tableau/PowerBI for visualization
- Deep understanding of equity markets and fundamental analysis
