Quantitative Analyst - Investment Risk

• The selected candidate will join the Investment Risk unit, which is responsible for the risk measurement, attribution and analysis for the firm’s Equity, Fixed Income, Alternatives and Multi-Asset Class strategies.
• Translate academic and/or buy-side research into theses that are implementable and actionable.
• Prepare materials for presentations.
• Solve real world risk management problems in a largely autonomous fashion while collaborating with team members.
• S/he will work as an integral part of the Investment Risk team, taking up day-to-day coverage of a number of the strategies/teams.
• Stay connected and current with academic finance research and developments and present findings to team members.
• Perform portfolio optimization, performance and attribution analysis, and portfolio risk analysis.

• Excellent verbal and written communication skills. Communicate effectively and concisely summarize conclusions from analysis.
• Bachelor’s Degree in a quantitative field like Engineering, Econometrics, Computer Science, Applied Mathematics, Statistics, or similar.
• Proactive identification of problems and offering of solutions and automation ideas.
• Knowledge of the industry's standard risk models such as Aladdin, Barra, FactSet, Bloomberg PORT is a plus.
• Strong statistical, econometrics and applied mathematics grounding. An analytical thought process and rigorous and disciplined intellectual process.
• Progress towards FRM, CFA, CAIA or similar qualifications is a plus.
• A strong focus on the quality of output, attention to detail and very low error tolerance.
• Very responsive as it relates to portfolio managers’, executive management’s, and clients’ requests. Comfort in independently communicating with internal and external clients
• Python Programming and experience using SQL required. Experience with Tableau is a plus.
• Extremely goal-oriented and a true team player. The highest integrity as it relates to corporate standards and compliance.
• Risk management and risk statistics knowledge, including familiarity with concepts such as risk decomposition, factor exposure and stress testing is a plus.
• Strong interest in Financial markets and willingness to learn on the job.
• 0-3 years of experience in an Investment Risk-related role.

The salary range for this role is $90,000-$120,000. This is the lowest to highest salary we in good faith believe we would pay for this role at the time of this posting. We may ultimately pay more or less than the posted range, and the range may be modified in the future. This range is only applicable for jobs to be performed in New York City. An employee’s pay position within the salary range will be based on several factors including, but limited to, relevant education, qualifications, certifications, experience, skills, seniority, geographic location, performance, shift, travel requirements, sales or revenue-based metrics, any collective bargaining agreements, and business or organizational needs. This job is also eligible for a discretionary bonus. We offer a comprehensive package of benefits including paid time off, medical/dental/vision insurance, 401(k), life insurance and other benefits to eligible employees.