Duties: Develop risk analysis and portfolio analysis tools and dashboard in Python and Tableau. Conduct quantitative research and ad-hoc analysis on portfolio construction, factor risks, and market dispersion. Perform risk and quantitative due diligence on hedge fund managers that the business currently invests or plans to invest in. Track financial market and hedge fund manager risk updates, anticipate risk events, and quantify potential impact on portfolios. Coordinate with technical teams and manage data and risk technology related projects.
Minimum education and experience required: This position requires a Master's degree in Financial Engineering, Finance, or related field of study plus three (3) years of experience in the job offered or three (3) years of experience as a Quantitative Analyst or related occupation. The employer will alternatively accept a Bachelor?s degree and five (5) years of experience.
Skills Required: This position requires three (3) years of experience with each of the following skills: Python; Matlab; SQL; VaR; Stress Testing; Derivative and Hedge Fund trading strategies; Backtesting; Regression; and Bloomberg.