Quantitative Portfolio Risk Analyst

  • Competitive Base & Bonus
  • New York, NY, USA
  • Permanent, Full time
  • Ashton Lane Group
  • 19 Oct 18

Transition from a career from technology to a career in risk management process within a prestigious investment fund.

Responsibilities:

  • Interact with portfolio managers, risk managers and developers
  • Learn about risk management and financial products
  • Design and develop market risk analytics using both SQL and C++/C# along with Python to enable robust analysis of existing and potential risk factors for Fixed Income and FX trading portfolios
  • Maintain and enhance existing risk and portfolio construction tools for multi asset portfolios
  • Develop new risk analytics and optimization methodologies
  • Perform ad-hoc data acquisition, analysis, and reporting tasks to support risk management decisions

 

Requirements:

  • 2+ years’ experience in system analysis, Object Oriented design and programming in C# and python
  • Strong experience with databases: SQL, stored procedures and schema design
  • Prior experience with major analytics libraries/platforms (e.g. FinCAD, SuperDerivatives, Numerix) strongly preferred
  • Market and financial products knowledge including Interest Rate and/or FX derivatives (such as interest rates and FX Options)
  • Demonstrated analytical and problem-solving skills required
  • Bachelors (Masters preferred) degree in Physics, Mathematics, Financial Engineering, Computer Engineering with excellent performance

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com

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