Quantitative Risk Analyst – Multi-Asset Portfolio Manager Quantitative Risk Analyst – Multi-Asset Portfolio  …

Analytic Recruiting Inc.
in Towson, MD, United States
Permanent, Full time
Be the first to apply
Competitive
Analytic Recruiting Inc.
in Towson, MD, United States
Permanent, Full time
Be the first to apply
Competitive
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

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