Quantitative Market Risk Analyst - Asset Manager
- Employer
- Analytic Recruiting Inc.
- Location
- San Francisco, USA
- Salary
- Competitive
- Closing date
- Nov 1, 2022
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Responsibilities:
Requirements:
Keywords: Python, Equity Risk, Interest Rate Risk, Portfolio Risk, Risk Infrastructure, Prototype, Backtest, Decompose Risk
- Build portfolio risk prototype models in Python
- Use Python to run simulations, backtest risk models, and large datasets
- Use fundamental factor models to analyze the firm's exposure to market conditions
- Create risk reports and Present weekly portfolio risk analyses to senior managers including the CEO
- Understand, analyze, and interpret the results from proprietary risk systems
- Work closely with the firm's IT and software developers on improving risk analytics and risk reporting infrastructure
- Conduct quantitative research on improving portfolio construction, portfolio optimization and portfolio risk models
Requirements:
- Advanced Python and/or R statistical programming skills
- Advanced quantitative degree or 2+ years of proven experience as a market risk analyst
- Must have experience with VaR. Hedging, and stress testing financial models
- Must have data mining experience working with and validating large data sets structured and unstructured market, trade, and risk information
- Must have experience working with portfolio risk data
- Must have experience working with APIs for web interfaces and data transmission
- Must have superior communication skills to translate complex risk information to diverse audiences
Keywords: Python, Equity Risk, Interest Rate Risk, Portfolio Risk, Risk Infrastructure, Prototype, Backtest, Decompose Risk
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