Quantitative Risk Analyst Jobs

My client who are a top 5 global HFT fund are looking for a Quantitative Risk Analyst to join their Global Trading & Risk Team. They are looking for someone who hast strong experience in systematic trading, experienced developing new factor models, helping designing risk analytics and supporting the firms portfolios across the global business. Market and product knowledge in FX, Credit, Equities, Macro, or Fixed Income is required.

Responsibilities

• Helping design and prototype risk analytics and reports for portfolios of diverse products and strategies
• Ad-hoc analysis on specific trades & advising on risk scaling
• Analyzing firm portfolios to identify market risks and performance drivers; expanding the current risk infrastructure to facilitate efficient risk management and ensure comprehensive coverage of firm risk exposures
• Developing new models (factor models) for risk analysis, performance analysis (P&L explain, performance statistics), enhancement of value-at-risk models and stress calculations on cross-asset products

Qualifications

• Knowledge of MSCI/RiskMetrics/Barra is beneficial
• Solid product knowledge & analytical rigor in terms of pricing models, risk sensitivities, and best practices for risk aggregation in a portfolio context
• At least 1 to 3 years of work experience in market risk or trading in Equities, Macro, Fixed Income, FX, or Credit