Equity Portfolio Risk Infrastructure Analyst Equity Portfolio Risk Infrastructure Analyst …

Analytic Recruiting Inc.
in New York, NY, United States
Permanent, Full time
Last application, 23 Feb 20
Competitive
Analytic Recruiting Inc.
in New York, NY, United States
Permanent, Full time
Last application, 23 Feb 20
Competitive
A NY based long/short equity investment manager is looking for a Quantitative Portfolio Risk Infrastructure analyst to join the firm’s risk analytics team. This role requires a strong quantitative understanding of equity risk, strong python coding skills for prototyping and backtesting, ability to analyze structured and unstructured market data, a deep practical understanding of equity portfolio risk and superior communication skills.

Responsibilities:

  • Build portfolio risk prototype models in Python
  • Use Python to run simulations, backtest risk models and large datasets
  • Use fundamental factor models to analyze the firm’s exposures to market conditions
  • Create risk reports and Present weekly portfolio risk analysis to senior managers including the CEO
  • Understand, analyze and interpret the results from 3rd party risk systems like Barra and Axioma
  • Work closely with the firm’s IT and software developers on improving risk analytics and risk reporting infrastructure
  • Conduct quantitative research on improving portfolio construction, portfolio optimization and portfolio risk models

Requirements:

  • Advanced Python and/or R statistical programming skills
  • Advanced quantitative degree
  • 5+ years of proven experience as a quantitative equity risk modeler
  • Must be able to lead risk analytic projects
  • Must have data mining experience working with and validating large data sets structured and unstructured market, trade and risk information
  • Must have experience working with risk data from Barra and Axioma
  • Must have experience working with API’s for web interfaces and data transmission
  • Must have superior communication skills to translate complex risk information to diverse audiences

Keywords: Python, Equity Risk, Portfolio Risk, Risk Infrastructure, Prototype, Backtest, Decompose Risk, Risk Analyst

Please send resumes to Jim Geiger  jeg@analyticrecruiting.com

Close
Loading...