A multi strategy Hedge Fund with $5b+ AUM is hiring a Quantitative Risk Analyst to join its team in New York. This individual will report directly to the Head of Risk.
The fund runs quantitative and fundamental strategies including long/short equity and credit, systematic equity and credit, global macro, and they're expanding into commodities as well.
This role will work most closely with credit PMs and investment teams to identify key risk drivers, enhance and implement risk models, support technology teams to assist in maintaining risk management data quality, and develop and deliver risk reports for the business as well as the marketing team.
Qualifications:
- 2-6 years of Quantitative Risk Analytics experience
- Master's Degree in Financial Engineering, Mathematics, Finance, Statistics, or a similar field
- Broad knowledge of the financial markets; previous credit/equity risk experience preferred
- Development experience in Linux and/or Windows
- Technical expertise using Python (pandas, numpy, sqlalchemy, etc.) and SQL
