Quantitative Risk Analyst - Hedge Fund Quantitative Risk Analyst - Hedge Fund …

Non-disclosed
in New York, NY, United States
Permanent, Full time
Last application, 02 Jun 20
Highly Competitive
Non-disclosed
in New York, NY, United States
Permanent, Full time
Last application, 02 Jun 20
Highly Competitive
Outstanding opportunity for a motivated and talented Risk Analyst to accelerate their career with a reputable multi-strategy hedge fund based in New York.

This is a role for a high performance candidate with a strong fundamental quantitative toolkit, a passion for the markets and a desire to be at the forefront of innovation in managing trading risk.    

The successful applicant will have 4+ years' relevant experience in pricing, quantitative finance, quantitative research and/or risk management. Deep knowledge of the FICC and equities - cash and derivatives - product universes are required.

Reporting to the Chief Risk Officer, the Risk Analyst will face-off with the trading desk as key point of contact for risk development iusses; outstanding communication skills are therefore a key component of this role.  The Risk Analyst will be responsible for optimizing risk reporting, developing analysis and managing exposures; making recommendations to the trading desk; as well as participating in projects relating to model improvements, product on-boarding and the continued development of a best-in-class risk framework.

The successful applicant should possess a degree in a quantitative discipline (ie: computer science, engineering, math, physics, statistics all considered), preferably to masters level. Professional certification (ie: CFA, FRM) also strongly preferred.  Strong hands-on experience Python is required.

Please apply with your resume for a confidential discussion and more information.

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