A top, systematic hedge fund is looking to hire a Quantitative Risk Analyst focused on supporting their Volatility Strategies Desk. The fund has been growing significantly over the past two years, and deploys quantitative trading strategies across all asset classes. Firm AUM is close to $5B in total assets and has been steadily increasing due to strong performance and fundraising.
This position will report directly to the Chief Risk Officer and will offer strong exposure to the markets. The risk team at this fund is very front office facing, and is expected to have excellent quantitative skills in order to understand their complex trading strategies. The ideal candidate will have an advanced degree in a STEM field, 1-5 years of experience, the ability to code in Python, and knowledge of Rate products or volatility strategies.
- Work directly with investment teams and portfolio managers to help them understand their risk drivers and assist with hedging strategy development
- Develop in house models from scratch to measure risk and risk/reward
- Develop portfolio optimization tool kits
- Develop stress-tests and the manage the associated analytical outputs. Explain stress-test outputs to nontechnical audiences across investments and senior management
- Assist in determining risk limits for the portfolio managers
- Assist with model maintenance and enhancements when necessary
- Research market developments and their risk impact on portfolios
- Familiarity with risk models and associated development practices
- Knowledge of Rates and the various associated strategies - swaps, swaptions, repos, futures, etc.
- Experience working on a desk in a quantitative or risk capacity
- PhD or Financial Engineering background