Multi-Asset Quantitative Risk Analyst Multi-Asset Quantitative Risk Analyst …

Analytic Recruiting Inc.
in New York, NY
Permanent, Full time
Last application, 21 Oct 21
Analytic Recruiting Inc.
in New York, NY
Permanent, Full time
Last application, 21 Oct 21
Posted by:
Jim Geiger • Executive Recruiter
Posted by:
Jim Geiger
Executive Recruiter
A NY based multi-asset investment manager is looking for a Quantitative Portfolio Risk analyst to join the firm’s risk management team. This role requires strong quantitative understanding of equity and fixed income risk, strong python coding skills for prototyping and back testing, ability to analyze structured and unstructured market data, a deep practical understanding of portfolio risk and superior communication skills.


  • Use Python to run simulations, back test risk models and large datasets
  • Use fundamental factor models to analyze the firm’s exposures to market conditions
  • Create risk, performance and attribution reports and present weekly portfolio 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
  • Present visualization of risk exposure using latest BI tools such as Tableau


  • Advanced Python and statistical programming skills
  • Advanced quantitative degree
  • 3+ years of proven equity and fixed income portfolio risk, performance and attribution experience
  • Must have advanced Excel and data manipulation skills
  • 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 portfolio risk data from Barra and Axioma
  • Must have experience working with API’s for web interfaces and data transmission
  • Must have superior communication and data visualization skills to translate complex risk information to diverse audiences

Keywords: Python, Portfolio Risk, Data Analysis, Performance, Attribution, Risk Infrastructure, Prototype, Backtest, Decompose Risk


Please send resumes to Jim Geiger

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