A multi-strategy fund with over $10 billion AUM is looking to hire a Quantitative Risk Analyst to join the team in NYC. This is a newly created position and growth hire for the business.
The risk team sits on the trade floor, working directly with Portfolio Managers running a variety of strategies, including: Event Driven/Fundamental Equity, IG/Distressed/Structured Credit, Convertible Arbitrage, Volatility and Derivatives, and other alternative investments.
For this role, experience developing risk models/analytics is a must - this will be a quantitative specialist working closely with all PMs to research risk factors, build custom models, assist in portfolio construction, and advise on hedge strategy and portfolio rebalancing.
Requirements:
7+ years quant risk experience at a hedge fund/asset manager
Proficiency in Python/R/SQL
Prior experience developing and enhancing risk factor models