Responsibilities:
- Run the full risk reporting process using RiskMetrics to improve investment risk results
- Conduct market risk and analysis for an entire portfolio of systematic and fundamental strategies
- Conduct tail risk analysis for portfolio managers
- Identify hedging baskets and tail risk mitigation strategies
Qualifications
- Proficiency in Python and SQL required
- 2+ years of experience at an asset management firm, vendor, hedge fund, or investment bank
- Working experience using RiskMetrics or Axioma for risk reporting