An industry-leading, systematic hedge fund is currently building out their global macro business and is looking to onboard a quantitative risk analyst to contribute to the development of their state of the art platform. The fund is consistently near of the top in terms of annual returns, and has been focused on hiring the best in the business to expand their footprint. They're currently managing around $15B AUM spread across their Equities and Global Macro businesses.
The firm heavily values risk and is determined to develop and revolutionary risk platform to give them a competitive edge. The risk team is very front office facing as you will be working closely with investment teams and will have direct influence in the investment process.
- Work closely with the portfolio management team, quant researchers, and senior risk managers to add necessary insights to the portfolio construction and asset allocation process
- Provide optimization techniques with the intention of increasing risk-adjusted returns
- Work alongside the portfolio managers to offer hedging advice and advisory
- Support the CRO and other risk manager in managing risk exposures across the Global Macro business
- Work collaboratively with the group in designing the risk toolkit (dashboards, reports, risk analysis tools, etc.)
- Assist the risk-tech teams with their creation of production-level infrastructure where needed
- Support the firm's goal to build a state of the art infrastructure to streamline work flows
- 2-8 years of experience
- Buy-side experience is preferred but not required
- Strong global macro market knowledge (Rates, Currencies, etc.)
- Ability to code and use analytical models
- Familiarity with PnL attribution, VaR, etc.
- Technical proficiency with Python, SQL, and Tableau