A Multi Strategy Hedge Fund is hiring a Quant Risk Analyst to join their growing Treasury function in NYC.
This hire will enhance the treasury quant framework, optimizing cash and collateral deployment across all strategies. The fund is looking for a strong quant modeller experienced with risk-based margin methodology.
On a daily basis, this individual will analyze PMs to tailor liquidity and capital models to their strategies, develop margin models and calculators, and research collateral and margin methodology for implementation across the firm.
- Develop margin, liquidity, and risk models from scratch
- Optimize cash and collateral utilization
- Research risk-based margin methodology and enhance the current quant framework
- Work cross functionally with PMs, Quant Research, Risk Management, and IT to lead projects from design to implementation
- 3+ years of experience in liquidity, market, or counterparty risk management
- MS or PhD in a Quantitative Discipline
- Strong knowledge of Financing, Interest Rates, FX, Equities, Derivatives/Options
- Programming: Python w/ Pandas, C++/C#, Java Script
- Database/Analysis: SQL, Excel/VBA