Quantitative Multi-Asset Investment Risk Manager Quantitative Multi-Asset Investment Risk Manager …

Analytic Recruiting Inc.
in Washington D.C., DC, United States
Permanent, Full time, Hybrid
Be the first to apply
Competitive
Analytic Recruiting Inc.
in Washington D.C., DC, United States
Permanent, Full time, Hybrid
Be the first to apply
Competitive
Posted by:
Jim Geiger • Executive Recruiter
Posted by:
Jim Geiger
Executive Recruiter
An investment management firm in Washington, DC is seeking a Multi-Asset Portfolio Risk Manager to join the Investment risk team.

Responsibilities:

  • Join a team that will assess and analyze risk and performance across the firm’s full range of multi-asset investments including equity, fixed income, and alternative assets [derivatives and convertibles included].
  • Use Multi-Factor Models to identify and measure investment risk across multi-asset 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 Multi-Asset 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 portfolios
  • Provide accurate and timely risk information to both internal managers and external clients

Requirements:

  • Candidates will have an advanced quantitative degree (P.hD. preferred)
  • 5+ years of relevant multi-asset risk management experience 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, Shiny]
  • Proven quantitative experience assessing multi-asset investment risk
  • Superior communication skills required to work directly with PM’s
  • Ability to work in a time-sensitive trading room environment

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

Please send resume to Jim Geiger  jeg@analyticrecruiting.com

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