A Top Asset Manager on the East Coast is looking to hire a Quantitative Investment Risk Associate as they build out their team covering Global Equities.
This individual will join a lean front-office facing team and report directly to the firm's Head of Quantitative Equity Investment Risk. You'll be working closely with traders and PMs to conduct analysis on performance attribution and portfolio optimization, and assist in risk-aware portfolio construction that maximizes risk-adjusted returns. This is a very lean team, so there is significant career growth opportunity and visibility across the firm.
The ideal candidate has 3+ years of experience covering market or investment risk analytics in equities, strong quantitative and technical skills, and strong communication skills to build relationships on the desk and with senior risk management.
Responsibilities:
- Conduct detailed quantitative analysis on equity/alternative asset portfolios and address exposures with the front office
- Identify key risk drivers and present to PMs in order to rebalance and optimize portfolios
- Perform market research and adjust equity risk factor models accordingly to account for market volatility
- Develop and maintain risk tool, models, and dashboards as well as ad hoc quant/technical requests
Qualifications:
- 3+ years of experience in a quantitative analytics position covering equities or multi/alternative asset portfolios
- Master's Degree in a Quantitative Field strongly preferred
- Familiarity with one of the following platforms: Qontigo/Axioma, MSCI Barra, RiskMetrics
- Proficiency in Python, SQL, R, or related languages
- Excellent verbal and written communication skills
