An elite Multi Strat Hedge Fund is hiring a L/S Equity Risk Anlyst to join the broader risk team in New York.
This team covers portfolio construction, hedging and optimization, risk factor model development, and factor research for fundamental equity investment teams. It is a broad mandate, but the overall mission of the group is to develop a quantitative framework for factor modelling and in-depth risk analysis.
They are a highly quantitative team and this individual needs to be very hands on from a coding perspective. Aditionally this individual will be a part of a lean function, responsible for interacting with PMs on day 1 in the business.
Requirements:
- 2-5 years of experience
- Master's in a quantitative discipline preferred
- Familiarity with equity risk factor models and factor research
- Hedge fund experience covering fundamental L/S strategies
- Strong ability in Python + SQL
- Previous experience developing, enhancing, or developing custom portfolio analytics to support L/S PMs
