Investment Risk Manager - Quantitative Equities

Selby Jennings QRF
Wilmington, USA
01 Sep 2022
22 Sep 2022
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
A leading Global Asset Manager on the East Coast with over $5 Trillion in AUM is hiring an Investment Risk Manager to cover Quantitative Equities.

This individual will lead the team covering a $35-50 billion portfolio of mixed quantitative equity strategies including long/short, alternative investments, and factor-based strategies, among others.

This is a highly influential position where you will lead risk meetings with PMs and investment teams, presenting risk and factor based analytics that will shape risk-aware portfolio construction and strategy adjustments.

The ideal candidate will need strong quantitative skills and technical literacy to translate complex risk analytics into actionable insights for the investment side.

  • Manage risk limits and portfolio construction across several active equity strategies
  • Present risk analytics and insights to the business to impact investment decisions that maximize risk adjusted returns
  • Coach and mentor a team of 2-4 quant risk analysts on risk-factor model development and enhancement and equity quantitative research
  • Assess and approve new product launches and major strategy decisions/rebalancing from a risk perspective
  • Represent the risk management team to internal and external stakeholders

  • 7+ years of quantitative risk management experience
  • Expert knowledge of equity strategies
  • Strong verbal and written communication skills
  • Leadership and prior management experience
  • Hands on skills in Python, R, SQL
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