Buyside Quant Risk Manager
A large global asset management firm with over $150 billion AUM is looking to hire a talented quantitative professional to be responsible for development and enhancement of the risk management of the firm's 20+ quantitative strategies. This is a unique position, the first of which to be hired at the firm. The firm have a good balance of a boutique culture with a truly global presence.
The successful candidate will come from a quantitative background, along with in depth knowledge of equity or fixed income products. Relevant statistical programming languages will be required.
- Perform quantitative research in factor investing and real-world applications of machine-learning
- Lead risk management of the Quantitative Investment platform plus support the risk management effort of fundamental/alternatives as required;
- Build innovative and automated risk models and portfolio analytics dashboards.
- Work with quant analysts and developers in various teams to incorporate such technology.
- Advise portfolio managers on risk taking, hedging activities, portfolio construction and performance attribution using proprietary factor-based risk model
- Work jointly with risk managers, quant strategists and various technology and data teams within the firm, to incorporate new models, techniques and regularly interact with exec level employees for business decision making projects.
- Outstanding academic record - technical/STEM subjects highly desirable;
- Experience in systematic/quantitative equities highly desirable;
- Technical in nature, with solid understanding of mathematical/statistical processes;
- Relevant experience and be fully familiar with methods used in managing portfolio and portfolio risk, as well as other types of portfolio analysis;
- Familiarity with quantitative investment techniques desirable
- Sell-side experience as quantitative researcher/strategist will be considered if the experience/knowledge is very broad
- Comprehensive understanding data analysis packages (Excel etc);
- Programming experience (VBA and Python required; SQL also preferred);