Skip to main content

This job has expired

You will need to login before you can apply for a job.

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
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:
  • 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

Sign in to create job alerts

Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.

Create alert