Equity Quant -Portfolio Construction, Factor Analysis Research and Risk Equity Quant -Portfolio Construction, Factor  …

Analytic Recruiting Inc.
in New York, NY
Permanent, Full time
Last application, 03 Dec 21
Analytic Recruiting Inc.
in New York, NY
Permanent, Full time
Last application, 03 Dec 21
Posted by:
Jim Geiger • Executive Recruiter
Posted by:
Jim Geiger
Executive Recruiter
A NY based Global Asset Manager is looking for a senior quantitative equity portfolio construction/risk manager who must have experience with both long only and long-short global equity portfolios. The firm is growing its equity assets and is adding to the equity portfolio risk team. The firm is looking for a candidate who has experience developing factor overlays and quantitative portfolio construction strategies for both long only and long-short equity portfolios. This is not a traditional risk manager role. Risk at this firm is an essential aspect of quantitative research and portfolio management.


  • Identify, Assess, Measure and analyze risk, attribution, and performance across the firm’s Global Equity Portfolio’s including cash and derivative investments in US, European, and Emerging Market products.
  • Must have deep experience with advanced equity risk measures: Stress Testing, Scenario Analysis, Tracking Error Volatility and VaR decomposition.
  • Must have experience building Multi-Factor Models and Factor Overlays outside of the industry vendor products to identify and measure investment risk across global equity investment strategies (Axioma, Factset, Bloomberg PORT and Algorithmics).
  • Must be able to bring machine learning and natural language processing skills to analyze non-numerical unstructured data to construct scenarios to better manage the portfolio risk.
  • Identify, Analyze and Present portfolio risk and attribution analytics to the investment team and to external clients
  • Must be able to understand and explain the drivers of P&L changes and risk exposure
  • Provide insights into the risk exposures, risk concentration, and tail risk using Bloomberg risk applications
  • Perform in-depth analysis to better understand portfolio performance based on exposures to risk factors
  • Work directly with Portfolio Managers to provide risk analysis that will improve portfolio construction
  • Use big data analytics (Python and R) to better understand sources of risk and returns
  • 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 long only and long-short portfolios
  • Provide accurate and timely risk information to both internal managers and external clients



  • 10+ years of quantitative buy side equity risk management and quantitative portfolio construction experience
  • Must have built factor models- factor overlays
  • Must have an advanced quantitative degree (Computer Science, Math, Physics)
  • Must have both long and long-short experience (hedge fund and or asset manager)
  • Must have current and strong quantitative experience
  • Must have multi-strategy and derivative risk experience
  • Experience extracting and manipulating unstructured data and finding sources for that data
  • Machine Learning and NLP skills are strongly preferred
  • Must have Programming skills, [VBA Python, R]
  • Superior communication skills required to work directly with PM’s
  • Ability to work in a time-sensitive trading room environment

Keywords: Quantitative Equity, VaR, Factor Modeling, Portfolio Construction Stress Testing, Scenario Analysis, Tracking Error, Machine Learning, Data Scientist, Long only, Long-short, Equity Portfolio Risk

Please send resume to Jim Geiger jeg@analyticrecruiting.com


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