I am working with a globally leading Hedge fund that is trying to build out their quant and risk platforms. For this position they are trying to hire for a Quant Risk Analyst is to help the fund's risk quantitative investment strategies in Futures, FX & Rates.
Principal Responsibilities
- Monitor PnL & performance for Systematic/Quant Portfolio Managers
- Develop and maintain derivative and option risk & pricing models (FX options, IR derivatives, multi asset futures)
- Research and implement new risk methodologies, and factor models development.
- Deliver solutions to risk management issues within the firm.
- Much of this role involves hands on knowledge of the implementation and creation of quantitative models for performance & risk analysis, and ad-hoc simulation models for risk measurement.
Qualifications/Skills Required
- 2+ years of experience with buy/sell side Trading, Risk or Quant role.
- Trading experience is a plus.
- Strong coding skills in Python, SQL; experience developing interactive tools preferred (C++)
- Advanced quant skills in statistics, time series analysis, optimization
- Strong written and verbal skills for front office interaction.