A prestigious multi-strategy Hedge Fund based in New York City is seeking a Quantitative Market Risk Analyst to join their team. This is an opportunity to utilize sophisticated financial models and develop expertise in the valuation and analysis of complex financial instruments (equities, credit derivatives, CLO's, swaps, bonds).
- The Quantitative Market Risk Analyst will have direct involvement in testing, analyzing, improving reporting, and optimizing risk/return.
- Help to quantify and manage market risks
- Value financial assets and contribute to investment decisions
- Work with and analyze large amounts of market data using the latest statistical tools and applications
- Applicants should have a quantitative or finance degree from a top school,
- 4+ years of relevant experience, and familiarity with financial instruments.
- Strong Python Programming and SQL skills are a strong requirement.
- Knowledge across multi-assets including equity, and structured credit (CLO's, Convertibles, Bank Loans, High Yield Bonds, Mortgages, and credit default swaps.
- The role requires strong communication skills and the ability to work in a time-sensitive trading room environment.
The company offers an attractive compensation and benefits package, as well as the opportunity for career growth.
Keywords: Market Risk, Risk Analyst, Structured Products, Credit Products, CLO's, Equity, Risk Reporting, Data Analyst, Statistical Analyst
Please send resumes to Jim Geiger email@example.com