An investment management firm in Towson, MD is seeking a Quantitative Risk Analyst to join its Multi-Asset Risk team.
Responsibilities:
- Assessing and analyzing risk and performance across the firm’s multi-asset portfolios including cash and derivative investments in equity and fixed income products.
- 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 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 multi-asset portfolios
- Provide accurate and timely risk information to both internal managers and external clients
Requirements:
- Candidates will have an advanced quantitative degree (Ph.D preferred)
- 5+ years working in investment 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]
- 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, Fixed Income Multi-Factor Models, MSCI, Barra, Risk Monitoring, Tail Risk, Quantitative Research, Risk Exposure, Risk Concentration
Please send resumes to Jim Geiger jeg@analyticrecruiting.com
