A Global Macro Hedge Fund with over $10 Billion AUM is seeking a Quant Risk Analyst to join their front office team in New York.
The team focuses on both risk management and portfolio construction, taking a very active role in driving risk aware investment strategy in order to maximize risk adjusted returns.
The fund sees risk management as a competitive advantage, and this individual will be expected to challenge the business and enhance multi asset portfolios to mitigate risks.
This position will report directly to the Chief Risk Officer.
- Perform quantitative risk analysis and risk attribution across asset classes
- Partner with portfolio managers and traders to enhance portfolio construction and rebalance appropriately
- Conduct quantitative research to identify key risk and PnL drivers
- 3-7 years of asset management/hedge fund risk experience
- Master's Degree required; PhD strongly preferred
- Deep knowledge of fixed income and Macro strategies
- Proficient in Python, SQL, and/or R