Quantitative Risk Analyst/Developer Quantitative Risk Analyst/Developer …

Garrison Associates, LLC
in New York, NY
Permanent, Full time
Last application, 23 Oct 21
Garrison Associates, LLC
in New York, NY
Permanent, Full time
Last application, 23 Oct 21
Posted by:
Marla Liebel • Snr. Recruiter_Principal
Posted by:
Marla Liebel
Snr. Recruiter_Principal
Quantitative Risk Analyst/Developer position

A Leading Fund of Fund in Manhattan (REMOTE FOR NOW) is looking for a full-time, permanent, employee for a Quantitative Risk Analyst/Developer position:

The Firm is a values-based organization with strong alignment to the interests of our investors. The Firm’s success is measured as performance relative to a market-based benchmark.


The Firm is  seeking a Quantitative Risk Analyst/Developer with distinctive conceptual problem-solving skills, as well as strong quantitative and quantitative development skills. The successful candidate can think about risk in a structured, logical, and qualitative way as the foundation for any quantitative analysis and can effectively communicate their point of view. The role involves playing both the role of a quantitative  analyst, i.e., ownership of routine processes, data manipulation, ad-hoc analyses, project-based work, as well as the role of a quantitative developer, i.e., development of risk systems and maintenance. This is initially a full-time, remote employment opportunity as the Firm’s office reopening is to be determined. Our office is based in New York City.

Primary Responsibilities

  • Take ownership of and support/enhance existing risk analyses, risk systems, and reporting processes
  • Make risk data available in various formats for end-users (e.g., Tableau reports, database tables, proprietary Excel Add-in)
  • Ensure consistency and accuracy of risk and performance data published by the Risk Team
  • Contribute to the refinement of risk management frameworks
  • Develop and maintain risk systems including code development, troubleshooting, and quality assurance
  • Implement enhancements in our systems and reporting infrastructure to reflect framework refinements, portfolio changes, or additional reporting requirements
  • Expect to work on multiple projects simultaneously; these projects may include ad-hoc analyses, data visualization, calculating risk metrics concerning current risk issues, new enhancements to risk systems, QA of systems
  • Create documentation of risk frameworks, systems, data, and report generation
  • Provide recommendations to team to improve calculations, methodologies, systems, and automate processes

Desired Background Business Experience

  • The ideal candidate has 2-4 years of relevant experience, or a graduate degree in Financial Engineering, Computational Finance, Economics, Statistics, Computer Science, Finance, Math, or related quantitative field and 0-2 years of experience
  • Risk management experience in a Macro / Market Risk context is desirable

Technical Skills

  • Solid econometrics and basic risk math skills (VaR models, factor models, linear algebra, etc.)
  • Strong Python developer with knowledge of Pandas and NumPy libraries
  • Knowledge of Excel/VBA; Tableau is a plus
  • Knowledge of database design and SQL is a plus
  • Participation in FRM program is a plus


  • High motivation & drive: goal-oriented with an ownership mindset
  • Detail orientation: naturally curious, strives to deeply understand context and rationale underlying calculations and able to dig into details and achieve number accuracy
  • Problem solving: sharp analytical thinking, both conceptual and numerical; good at issue identification and structuring
  • Communication skills: Clear oral and written communication; can distill and communicate the “so what”; able to communicate directly with a senior audience
  • Collaborative style: good listener, puts the team first



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