Für Recruiter

Quantitative Market Risk Analyst - Asset Manager

Analytic Recruiting Inc.
San Francisco, USA
Gepostet vor 3 Tagen Flexibel Permanent Competitive
J
Gepostet von
Jim Geiger
Executive Recruiter
A West Coast-based multi-asset investment manager is looking for a Quantitative Portfolio Risk Infrastructure analyst to join the firm’s risk analytics team. This role requires strong quantitative skills, strong python coding skills for prototyping and backtesting, the ability to analyze structured and unstructured market data, a deep practical understanding of credit, equity, and interest rate portfolio risk, and superior communication skills. The firm will look at candidates with an MS in Financial Engineering from a top school, with academic work in portfolio risk management.

Responsibilities:

  • Build portfolio risk prototype models in Python
  • Use Python to run simulations, backtest risk models, and large datasets
  • Use fundamental factor models to analyze the firm’s exposure to market conditions
  • Create risk reports and Present weekly portfolio risk analyses to senior managers including the CEO
  • Understand, analyze, and interpret the results from proprietary risk systems
  • Work closely with the firm’s IT and software developers on improving risk analytics and risk reporting infrastructure
  • Conduct quantitative research on improving portfolio construction, portfolio optimization and portfolio risk models

Requirements:

  • Advanced Python and/or R statistical programming skills
  • Advanced quantitative degree or 2+ years of proven experience as a market risk analyst
  • Must have experience with VaR. Hedging, and stress testing financial models
  • Must have data mining experience working with and validating large data sets structured and unstructured market, trade, and risk information
  • Must have experience working with portfolio risk data
  • Must have experience working with APIs for web interfaces and data transmission
  • Must have superior communication skills to translate complex risk information to diverse audiences

Keywords: Python, Equity Risk, Interest Rate Risk, Portfolio Risk, Risk Infrastructure, Prototype, Backtest, Decompose Risk

Job ID  JEG-24517
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