An industry-leading proprietary trading firm is looking to bring on an experienced and hands-on quantitative portfolio researcher to report directly up to the Head of Risk and build out their function for the NY office.
This offers the chance to join a fast-paced environment in high frequency trading across asset classes (credit, cypto, rates, options, etc), through developing market risk factor models to support the firm's investment strategies and manage all aspects of risk for the firm. This position will sit on the trade floor alongside the PMs in a risk advisory function.
Responsibilities:
- Develop market risk factor models (Barra, Qontigo, etc)
- Implement performance analytics and risk applications
- Work closely and effectively communicate with investment teams and PMs
- Assist in managing all aspects of risk for the firm
Qualifications:
- 2+ years of experience as a quantitative analyst at a hedge fund or asset manager
- Strong knowledge of applied probability, statistics, linear algebra, etc
- Strong hands-on programming skills in Python and SQL
- Excellent verbal communication skills
