Quantitative Risk Analyst/Developer

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Job description

A Leading Fund of Fund in Manhattan (REMOTE FOR NOW) is looking for a full-time, permanent, employee for a Quantitative Risk Analyst/Developer position:

The Firm is a values-based organization with strong alignment to the interests of our investors. The Firm's success is measured as performance relative to a market-based benchmark.

Position:

The Firm is seeking a Quantitative Risk Analyst/Developer with distinctive conceptual problem-solving skills, as well as strong quantitative and quantitative development skills. The successful candidate can think about risk in a structured, logical, and qualitative way as the foundation for any quantitative analysis and can effectively communicate their point of view. The role involves playing both the role of a quantitative analyst, i.e., ownership of routine processes, data manipulation, ad-hoc analyses, project-based work, as well as the role of a quantitative developer, i.e., development of risk systems and maintenance. This is initially a full-time, remote employment opportunity as the Firm's office reopening is to be determined. Our office is based in New York City.

Primary Responsibilities

• Take ownership of and support/enhance existing risk analyses, risk systems, and reporting processes
• Make risk data available in various formats for end-users (e.g., Tableau reports, database tables, proprietary Excel Add-in)
• Ensure consistency and accuracy of risk and performance data published by the Risk Team
• Contribute to the refinement of risk management frameworks
• Develop and maintain risk systems including code development, troubleshooting, and quality assurance
• Implement enhancements in our systems and reporting infrastructure to reflect framework refinements, portfolio changes, or additional reporting requirements
• Expect to work on multiple projects simultaneously; these projects may include ad-hoc analyses, data visualization, calculating risk metrics concerning current risk issues, new enhancements to risk systems, QA of systems
• Create documentation of risk frameworks, systems, data, and report generation
• Provide recommendations to team to improve calculations, methodologies, systems, and automate processes

Desired Background Business Experience

• The ideal candidate has 2-4 years of relevant experience, or a graduate degree in Financial Engineering, Computational Finance, Economics, Statistics, Computer Science, Finance, Math, or related quantitative field and 0-2 years of experience
• Risk management experience in a Macro / Market Risk context is desirable

Technical Skills

• Solid econometrics and basic risk math skills (VaR models, factor models, linear algebra, etc.)
• Strong Python developer with knowledge of Pandas and NumPy libraries
• Knowledge of Excel/VBA; Tableau is a plus
• Knowledge of database design and SQL is a plus
• Participation in FRM program is a plus

Personality

• High motivation & drive: goal-oriented with an ownership mindset
• Detail orientation: naturally curious, strives to deeply understand context and rationale underlying calculations and able to dig into details and achieve number accuracy
• Problem solving: sharp analytical thinking, both conceptual and numerical; good at issue identification and structuring
• Communication skills: Clear oral and written communication; can distill and communicate the "so what"; able to communicate directly with a senior audience
• Collaborative style: good listener, puts the team first

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