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 (a must), Excel, SQL, VBA, Bloomberg
- Must have a strong handle on cash and derivative products
- 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