Quant Analyst | Hedge Fund

This is a strategic hire that will be a key part of a robust risk management team and will be responsible for a range of tasks, including:

• Modeling a complex, mult-asset portfolio via a combination of 3rd party systems and proprietary models
• Designing and monitoring bespoke Risk Guidelines for Portfolio Managers
• Working with PMs and the Risk Committee to understand risk and performance drivers.

The successful candidate will have:

• 2+ years of relevant work experience in quantitative finance
• Strong technical and programming skills (including experience with OOP) - Python (preferred), Excel, SQL, VBA, Bloomberg
• Strong quantitative and analytical skills - modeling of financial instruments, multi-factor regression, time-series analysis, optimization, Monte Carlo, etc.
• Strong verbal and written communication skills