Quantitative Equity Investment Risk Manager Quantitative Equity Investment Risk Manager …

Analytic Recruiting Inc.
in Washington D.C., DC, United States
Permanent, Full time
Last application, 17 May 20
Competitive
Analytic Recruiting Inc.
in Washington D.C., DC, United States
Permanent, Full time
Last application, 17 May 20
Competitive
An investment management firm in Washington, DC is seeking a Senior Equity Risk and Portfolio Construction Manager to lead its Equity Portfolio Risk team.

Responsibilities:

  • Manage a team that will assess and analyze risk and performance across the firm’s full range of equity products [derivatives and convertibles included]
  • Use Multi-Factor Models to identify and measure investment risk across equity portfolios
  • Provide insights into the risk exposures, risk concentration and tail risk using MSCI Barra risk applications
  • Perform in depth analysis to better understand portfolio performance
  • Work directly with Equity Portfolio Managers to provide risk analysis that will improve portfolio construction
  • Work with IT to develop real time risk dashboards that can be used by PM’s and senior management
  • Monitor, analyze and communicate daily changes in the risk profile of the firm’s equity portfolios
  • Provide accurate and timely risk information to both internal managers and external clients

 

Requirements:

  • Candidates will have a quantitative degree (P.hD. preferred)
  • 10+ years working in equity risk management with a long only asset manager
  • Deep knowledge of multi-factor risk models
  • Experience with vendor systems, [MSCI Risk Manager, Barra One]
  • Programming skills, [Matlab, Python, R, C++]
  • Proven experience leading quantitative equity risk teams
  • Superior communication skills required to work directly with PM’s
  • Ability to work in a time-sensitive trading room environment

 

Keywords: Quantitative Risk Manager, Equity, Multi-Factor Models, MSCI, Barra, Risk Monitoring, Tail Risk, Quantitative Research, Risk Exposure, Risk Concentration

Please send resumes to Jim Geiger  jeg@analyticrecruiting.com

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