Senior Quantitative Risk Analyst Senior Quantitative Risk Analyst …

Selby Jennings Buyside
in Charlotte, NC, United States
Permanent, Full time
Be the first to apply
USD15000 - USD200000 per year
Selby Jennings Buyside
in Charlotte, NC, United States
Permanent, Full time
Be the first to apply
USD15000 - USD200000 per year
Selby Jennings Buyside
An International Investment Management Firm that oversees more than $300B AUM is determined to bring on a senior-level quantitative risk analyst to support the firm's investment risk management framework. The Investment Manager is searching for an experienced and credentialed individual to lead efforts for the implementation of advanced risk analytics for their multi-asset portfolios, as well as facilitating the enhancement of their existing quantitative risk infrastructure.

***BUY-SIDE QUANTITATIVE RISK OPPORTUNITY***

An International Investment Management Firm that oversees more than $300B AUM is determined to bring on a senior-level quantitative risk analyst to support the firm's investment risk management framework. The Investment Manager is searching for an experienced and credentialed individual to lead efforts for the implementation of advanced risk analytics for their multi-asset portfolios, as well as facilitating the enhancement of their existing quantitative risk infrastructure. In addition, the individual would oversee the development of quantitative models focused on risk adjusted return and overall risk of their various assets.

The Senior Quantitative Analyst will:

  • Lead MSCI's BarraOne deployment and lead efforts for enhancements of the existing quantitative risk infrastructure
  • Develop improvements to investment risk processes for the portfolio management teams
  • Perform risk analysis by utilizing factor models, quantitative risk tools and support overall risk research
  • Work with internal associates around asset modeling enhancements
  • Partner with Technology and Operations teams for initiatives related to the firm's risk and data infrastructure

Candidates are expected to have:

  • An advanced degree focused in science or engineering with a background in market risk concepts
  • 7+ years of experience
  • Strong experience with MSCI's BarraOne and knowledge of fixed-income portfolio optimization techniques
  • Proven programming skills in python or MATLAB, SQL, and VBA
  • Strong knowledge of fixed-income products and their associated derivative instruments (leveraged loans, CLOs and CDS)

If interested, please apply!

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