Quantitative Risk Analyst

About the role

The RQR team plays a vital role in the Firm's investment process, protecting the Firm from improper levels of exposure and ensuring that risk-taking is always efficient and deliberate. The ideal candidate will be an intelligent and creative problem solver who can articulate ideas effectively in a fast-paced environment.

Responsibilities

• Analyze portfolios and strategies to understand the drivers of performance and develop reports that summarize the risk profiles and facilitate efficient risk management as well as improve understanding of portfolio construction and investment behavior.
• Help design and improve stress testing, Value at Risk, and various limit frameworks for portfolios of diverse products and strategies.
• Evaluate and validate price and risk models to ensure the soundness and correct application of the models.
• Conduct research to develop innovative risk management approaches, tools, and analytics to help improve performance and better manage risk and deliver those research findings to senior management.
• Work with Risk Managers and developers on the design and development of risk management and infrastructure.
• Analyze large structured and unstructured datasets, such as internal trade/market data, and run numerical simulations and statistical analysis.

Requirements

• Undergraduate or higher degree in a quantitative discipline
• 5+ years of work experience in a quantitative research, trading or risk management capacity related to equity options portfolios and volatility trading
• Strong background in statistics, math, and econometrics
• High level of proficiency in SQL and quantitative programming (Python, MATLAB, R)

Qualifications

• The ability to manage multiple tasks and deadlines independently in a fast-paced environment
• The ability to proactively seek new ideas and solutions to improve the status quo
• A strong work ethic - reliable and accountable, good attention to detail
• Strong communication skills, with the ability to communicate clearly and concisely both verbally and in writing
• The ability to work cooperatively with all levels of staff as part of a team
• A commitment to the highest ethical standards and to act with professionalism and integrity

Pay

$100,000 - $120,000 annually

Schedule

Full-time, 40 hours per week