Risk Quant-Equity Portfolio Construction
- Compensation Competitive
- Chicago, IL, USA
- Permanent, Full time
- Analytic Recruiting Inc.
- 16 Aug 16
A very well established hedge fund located in Chicago is looking for an experienced Risk Quant to support their risk management efforts for their various equity portfolios.
This candidate will be responsible for collecting, analyzing and reporting on various risks associated with their equity portfolios. A critical component of this role will be to create models that will measure risk in innovative ways and communicate the results to technical and non-technical audiences. An advanced degree (PhD preferred) is required as is very strong database and SQL scripting skills and extensive experience developing factor models. Compensation will be extremely competitive.
Keywords: Risk Quant, Equity Portfolio Management, factor modeling
Refer to Job #21509 - EFC and email MS Word attached resume to Peter Arian, email@example.com