An industry-leading Asset Manager based out of New York City is looking to hire a Team Lead-level Senior Risk Analyst to report directly to the Head of Risk. The firm manages more than $1T+ globally, and the Multi-Asset group is managing roughly $300B. This group trades across all asset classes, including equities and listed futures to FX and OTC Swaps, so the multi-asset exposure will be important.
This is a growth hire and you will be tasked with innovating the way the group views risk and transforming it into more of a value add function. You will work closely with the investment teams to help them understand the specific risk drivers in their portfolios, and helping them optimize their strategies to optimize risk adjusted returns. Additionally, you will collaborate on a number of risk research projects in an effort to improve the risk aware portfolio construction process. The firm is looking to make this hire within the next 6 weeks.
- Provide comprehensive and high-quality portfolio risk measurement and analysis
- Provide expert analytical support to all stakeholders with quantitative analysis of all portfolios
- Own all aspects of derivatives risk management
- Leverage the BarraOne model for asset allocation optimization and portfolio construction
- Work closely with investment teams and maintain dialogues on risk taking measures
- Provide leadership and support to the North American Risk Measurement team
- Analyze and backtest quantitative trading strategies
- Provide expertise in terms of local products, investment processes, trading strategies, and market characteristics
- 5+ years of experience, preferably on the buy side
- M.S. in quantitative subject such as Statistics, Financial Engineering, Computer Science, etc.
- Proficiency with Barra One and/or Risk Metrics
- Strong SQL and VBA skills
- Strong understanding of liquidity risk
- Ability to motivate, guide and supervise a small team
- Expert communication skills