Quantitative Equity Risk Analyst

2 weeks ago


New York, United States Capstone Search Advisors Full time

Are you an experienced Quantitative Equity Risk Analyst looking for a new challenge? We have a fantastic opportunity available at a Start-Up Event Driven Hedge Fund in the heart of New York, NY.

As a Quantitative Equity Risk Analyst, you will collaborate closely with the investment team to refine their understanding of risk exposures, leveraging commercially available equity risk models.


Your responsibilities will include:


  • Developing a market-based understanding of risk model outputs
  • Identifying emerging sources of correlation that conventional equity risk models may overlook
  • Making recommendations to enhance the firm's risk control frameworks and processes
  • Assisting in portfolio construction and trade simulation


Requirements:


  • Prior quantitative risk experience at a multi-manager or other factor-neutral investment firm, or within a quantitative risk group at a bulge bracket bank
  • Minimum of 5 years of total work experience
  • Experience in an equity market neutral setting, with knowledge of factors
  • Proficiency in Python, MATLAB, or R
  • Familiarity with commercial risk models such as Axioma, Barra, or Wolfe
  • Strong academic credentials including a Bachelor's degree or equivalent from a top-tier institution (required) and an advanced degree in a quantitative field (preferred)


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