Quant Risk Analyst - Global Macro

Recruiter
Selby Jennings QRF
Location
Manhattan, USA
Salary
$150k - $250k
Posted
23 Nov 2022
Closes
17 Dec 2022
Ref
17870670
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
A Global Macro Hedge Fund with over $10 Billion AUM is seeking a Quant Risk Analyst to join their front office team in New York.

The team focuses on both risk management and portfolio construction, taking a very active role in driving risk aware investment strategy in order to maximize risk adjusted returns.

The fund sees risk management as a competitive advantage, and this individual will be expected to challenge the business and enhance multi asset portfolios to mitigate risks.

This position will report directly to the Chief Risk Officer.

Responsibilities:
  • Perform quantitative risk analysis and risk attribution across asset classes
  • Partner with portfolio managers and traders to enhance portfolio construction and rebalance appropriately
  • Conduct quantitative research to identify key risk and PnL drivers

Qualifications:
  • 3-7 years of asset management/hedge fund risk experience
  • Master's Degree required; PhD strongly preferred
  • Deep knowledge of fixed income and Macro strategies
  • Proficient in Python, SQL, and/or R
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