A top Global Macro Hedge Fund in the New York area is looking to bring onboard a senior Systematic Quantitative Risk Manager to help build out the firm's systematic equities frameworks and risk infrastructure from scratch while sitting close to the business to assist and advise the Portfolio Managers on a daily basis. The firm will be scaling up their equities business at a rapid pace, and this hire will be at the front and center of this growth.
As the firm has recently prioritized getting the strategies up and running and making a few initial hires to help the CRO establish the frameworks, they are now shifting focus to bringing on an experienced risk officer to support the Systematic Equities risk business on both an infrastructure level and also on a desk level operationally. From a risk perspective, this hire will be actively monitoring portfolio exposures, trends, drivers, and themes in the cash equities markets, designing the risk structure for the equities business line from scratch, creating dashboards and factor analysis, as well as communicating all exposures to senior management and the portfolio managers in an advisory role.
The firm is ideally looking for candidates with 7-10+ years of experience in equities risk management on the buyside, strong knowledge of various risk measures & concepts such as VaR, greeks, stresses, etc., experience analyzing performances and monitoring Portfolio Managers, prior experience with factor risk models and tools (preferably Barra), and excellent communication skills.
- Developing the firm's equities risk infrastructure from scratch and designing the risk framework
- Monitoring portfolio exposures, trends, drivers, and themes in the cash equities markets
- Creating dashboards and factor risk models and tools (Barra)
- Interacting and advising portfolio managers and senior management
- 7-10+ years of experience in equities risk management on the buyside, preferably running an equities risk framework
- Prior experience developing factor risk models and tools (preferably Barra)
- Excellent communication skills and the ability to interface with Portfolio Managers and senior management