Quantitative Modeler - Hedge Fund Quantitative Modeler - Hedge Fund …

Non-disclosed
in New York City, NY, USA
Festanstellung, Vollzeit
Letzte Bewerbung, 21 Okt 21
Highly Competitive
Non-disclosed
in New York City, NY, USA
Festanstellung, Vollzeit
Letzte Bewerbung, 21 Okt 21
Highly Competitive
Global multi-strategy hedge fund seeks an experienced quantitative modeler to join their New York HQ.

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:

  • Owning all Model-related activity, to include the development and maintenance of all Models in support of the firm's portfolio;
  • Model calibration, selection, validation and wiring;
  • 3rd party/vendor relationship management
  • Project management

The successful candidate will have:

  • Circa 7-10 years' relevant experience at another fund, bank or vendor (ie: Axioma, Bloomberg, MSCI);
  • Strong background in model development;
  • Deep familiarity with Axioma, Bloomberg Enterprise Risk, or MSCI Risk Manager (strongly preferred);
  • Advanced knowledge of risk factor models;
  • Knowledge of the mechanics of credit, equity and volatility;
  • Deep experience in database design;  
  • Strong programming skills, C#, C++, Python, SQL  
  • Experience in the onboarding and integration of 3rd party platforms/systems/tools;
  • Experience working collaboratively with quants, risk, technology and trading;
  • Strong relationship management skills (external / internal).

For more information and a discussion in confidence, please apply with your resume.

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