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DESCRIPTION:
Duties: Create new and scalable quantitative methods to analyze the risk profile and investment performance of hedge fund strategies. Develop risk and data analysis to provide insights that can be shared with the investment committee. Partner with other functional groups to support investor requests. Contribute to a wide variety of projects aimed at ensuring investment and risk management practices, knowledge, and systems remain cutting edge. Design and implement risk tools to manage portfolios. Work closely with senior members to calibrate tail risk assessments.
QUALIFICATIONS:
Minimum education and experience required: Master's degree in Computational Finance, Financial Engineering, Quantitative Finance, or related field of study plus one (1) year of experience in the job offered or as an Investor Support, Quantitative Analyst/Associate, Risk Analyst/Specialist, Financial Analyst, or related occupation.
Skills Required: Requires experience in the following: Portfolio Construction techniques; risk models; Bloomberg; RiskMetrics; statistical analysis; asset management; derivatives trading risk analysis; Python; large dataset analytics including financial market data; manipulating large datasets and automating processes and analysis using Python; Vlookup, index match, and pivot tables in Excel; Tableau; SQL.
Full-Time. Salary: $174,000.00-$285,000.00 per year.
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