An industry leading systematic Hedge Fund is looking to build out their Macro book and is actively looking to bring on a Quantitative Risk Analyst to help support the team expansion. The fund is known for their aggressive investment behavior and is currently managing more than $10B AUM. This role will report directly the Head of Macro Risk with a dotted line to the Chief Risk Officer. The fund is ideally looking for someone who is hands on and can add value through portfolio construction optimization, but also an effective communicator who is comfortable presenting in front of senior-level executives.
The risk team at this fund operates in a front office facing function. Once returned to the office, you will be working on the trading floor with the investment teams and will be heavily involved in the investment decision making process.
- Perform research to identify opportunities for improved risk management, investment behavior and portfolio construction to help deliver strong risk-adjusted performance
- Work closely with the portfolio management team to help them understand the risk drivers in their portfolio and to assist with optimizing the strategies they're running to maximize risk adjusted returns.
- Design and improve stress-testing, VaR, and various limit frameworks for diverse portfolios
- Evaluate price and risk models
- Collaboratively conduct research to develop new ways to approach risk management, tools and strategic analytics to be used across the macro business
- Work with senior risk managers and developers on the development of risk infrastructure
- M.S. preferred in a quantitative discipline
- 3+ years of experience in quant research, trading or risk related to the Macro or FICC markets
- Strong knowledge of mathematics, statistics and econometrics
- Experience with SQL and Python or R
- Ability to communicate effectively to executive-level employees
- Ability to work independently and collaboratively