Quantitative Equity Risk Analyst- Portfolio Construction

  • Competitive
  • Towson, MD, USA Towson MD US
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 17 Sep 18 2018-09-17

An investment management firm in Towson, MD is seeking Equity Risk and Portfolio Construction Analyst to join its Equity Risk Analysis Group


  • Assessing and analyzing risk and performance across the firm’s full range of equity products [derivatives and convertibles included]
  • Use Multi-Factor Models to identify and measure investment risk across equity portfolios
  • Provide insights into the risk exposures, risk concentration and tail risk using MSCI Barra risk applications
  • Perform in depth analysis to better understand portfolio performance
  • Work directly with Equity Portfolio Managers to provide risk analysis that will improve portfolio construction
  • Work with IT to develop real time risk dashboards that can be used by PM’s and senior management
  • Monitor, analyze and communicate daily changes in the risk profile of the firms equity portfolios
  • Provide accurate and timely risk information to both internal managers and external clients


  • Candidates will have a quantitative master’s degree
  • 5+ years working in equity risk management with a long only asset manager
  • Deep knowledge of multi-factor risk models
  • Experience with vendor systems, [MSCI Risk Manager, Barra One]
  • Programming skills, [MATLAB, Python, R, C++]
  • Superior communication skills required to work directly with PM’s
  • Ability to work in a time-sensitive trading room environment

Keywords: Quantitative Risk Manager, Equity, Multi-Factor Models, MSCI, Barra, Risk Monitoring, Tail Risk, Quantitative Research, Risk Exposure, Risk Concentration

Please refer to Job 23126 - and send MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com