Quantitative Risk Analyst
- Employer
- Augusta Aiken & Associates
- Location
- New York, USA
- Salary
- 150,000-200,000
- Closing date
- Mar 31, 2023
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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My client is looking for a mid-level Quantitative Risk Analyst to join its Risk & Quantitative Research team. At this moment, we are specifically looking for a candidate who is well-versed in energy products with experience in European power & gas products.
The ideal candidate is an intelligent and creative problem solver who can articulate one's ideas effectively to a diverse audience in a fast-paced environment. Experience in quantitative investment research is a plus.
The Quantitative Risk Analyst will:
We seek candidates with:
The ideal candidate is an intelligent and creative problem solver who can articulate one's ideas effectively to a diverse audience in a fast-paced environment. Experience in quantitative investment research is a plus.
The Quantitative Risk Analyst will:
- Analyze portfolios and strategies to identify the risk and performance drivers; expand the current risk infrastructure to facilitate efficient risk management as well as improve understanding of portfolio construction and investment behavior.
- Work with senior risk managers to engage with portfolio managers and research analysts on topics such as risk limit usage, portfolio construction, tail exposure, and forward-looking risk events.
- Help design and improve stress testing, Value at Risk and various limit frameworks for portfolios of diverse products and strategies.
- Conduct research to develop innovative risk management approaches, tools, and analytics that can be used by investment teams and risk managers, to achieve better comprehension of portfolio risk characteristics; comfortable in delivering those research findings to senior management
- Partner with the technology team to convert prototypes into production and continuously enhance them if necessary; collaborate with macro strats and valuation team to ensure the high quality of valuation and risk models
We seek candidates with:
- A degree (master's strongly preferred) in quantitative finance, statistics, math, engineering, or computer science
- 5+ years of work experience in a quantitative research, trading or risk management capacity related to energy products with experience in US and European power & gas products, solid product knowledge and analytical rigor in terms of pricing models, risk sensitivities and the best practice for risk aggregation in a portfolio context
- High level of proficiency in SQL and quantitative programming (Python, MATLAB, R); experienced in dealing with large data sets
- Ability to proactively seek new ideas and solution to improve the status quo
- Ability to work cooperatively with all levels of staff as part of a team
- A commitment to the highest ethical standards and to act with professionalism and integrity
- Strong communication skills and prior experience interacting with portfolio managers
- The ability to manage multiple tasks independently and deadlines in a fast-paced environment
- Strong work ethics - reliable and accountable, pay attention to details
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