Quantitative Risk Analyst

Garrison Associates, LLC
New York, USA
Jul 24, 2017
Sep 06, 2017
Job Function
Industry Sector
Finance - General
Employment Type
Full Time

A Leading Hedge Fund in Manhattan is looking for a full time, permanent, quantitative risk analyst who has distinctive problem solving skills and strong quantitative and computational skills. Most importantly, the successful candidate is able to think about risk in a structured, logical and qualitative way as the foundation for any quantitative analysis.


Role and Responsibilities

  • Take ownership of and support/enhance existing risk analysis, reporting processes and systems/applications
  • Make risk data available in various formats required by end-users (e.g., Tableau reports; data base tables; Excel-Add in for Investment team); respond to follow up questions
  • Ensure consistency and accuracy of risk & performance data published by the Risk Team
  • Contribute to the refinement of risk management frameworks; implement enhancements in our systems and reporting infrastructure
  • Expect to work on multiple projects simultaneously. These projects may include ad hoc data analysis, data visualization and calculating risk metrics concerning current risk issues
  • Create documentation of risk frameworks, code, data flow and report generation
  • Provide recommendations to team to improve calculations, methodologies, systems and automate processes


Desired Background


·      Undergraduate degree in electrical engineering, computer sciences, math, physics or financial engineering

·      Graduate degree in Finance or quantitative discipline desirable, or equivalent practical experience

  • FRM Level 1/CFA Level 1 preferred if no practical risk or asset management experience

Technical Skills

  • Solid econometrics and basic risk math skills (VaR models, factor models, linear algebra etc.)
  • Solid Python programmer with knowledge of pandas and numpy libraries
  • Knowledge of database design and SQL
  • Knowledge of Excel/VBA; Tableau is a plus


Business Experience

·      Ideal candidate has 0-4 years of experience; if no experience, must have graduate degree

·      Exposure to risk management work in a Macro / Market Risk or portfolio construction context desirable



·      High motivation & drive: Takes initiative, goal-oriented, ownership mindset

  • Detail orientation: Natural curiosity, strive to deeply understand context and business system affecting applications; really can dig into details and achieve number accuracy

·      Problem solving: Sharp analytical thinking - both conceptual and numerical; good at issue identification and structuring

  • Communication skills: Very precise and oral and written communication; can distill and communicate the “so what”; fully in command of English language
  • Collaborative style: Listens well, puts team first



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