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.