An industry-leading, quantitatively driven hedge fund is currently growing out their commodity trading business and is seeking a junior-level Quantitative Risk Analyst to support their trading team. The fund manages over $20B AUM and is known for its very aggressive investment strategy, making risk management an integral part of their investment decision making process. In addition, the risk team is front-office facing, as the analyst will be working with traders and portfolio managers on a daily basis developing optimal hedging designs, performing quantitative analysis, and providing trading recommendations to drive systematic portfolio construction.
What you'll be doing:
- Monitoring risk exposures and engaging with the business to manage risk
- Work with research teams to identify alpha-capture opportunities
- Perform quantitative analysis to recommend trading ideas and strategies to the portfolio management team
- Analyze and enhance the risk management framework
- Contribute to enhancements in firm-wide and fund-level risk monitoring and reporting
Qualifications:
- At minimum, a Bachelor's degree, preferably in computer science, engineering, finance, mathematics. research, physics, statistics, or a related field
- 1-3 years of professional experience in Commodities Risk, Commodity Risk Analytics, or Commodities Quant
- Knowledge of trading in at least one of the markets: power, crude, refined products, agriculture, or US gas
- Ability to code in Python
- Strong understanding of risk and statistics, such as VaR, stress-testing, tail exposure, regression analysis, etc.
- Strong verbal communication skills
