Quantitative Portfolio Researcher
14 hours ago
A multi-strat fund in NY is seeking a quant researcher for their centralized portfolio research team. They have been the fasting growing hedge fund over the last 5 years and are fully innovating how they manage risk at the portfolio and fund levels.
As a result of this growth, they have built up a new Portfolio Research team. They are hands-on quantitative team focused on developing multi-asset class pricing and risk analytics.
In this position you will be responsible for:
- Building mutli-asset class risk and pricing analytics
- Ownership in developing a quantitative framework across the entire multi-strategy platform, working on capital utilization and allocation models across PM teams
- Build performance and measurement analytics to help CIO office on management decisions - capital allocations across portfolio management teams
- Building risk, performance, and capital analytics for enterprise-wide initiatives
- Develop quant frameworks for risks across the platform
- Work on risk and capital model development, stress-testing (across asset classes)
- Scenario design model development
- Build volatility, capital, risk, and P&L metrics for senior management
Qualifications include:
- 7+ years Buy Side Quantitative Multi-Asset quant and risk analytics (i.e. model development) experience. OR Front Office Sell Side Quant/Desk Strategist experience covering any asset class
- Hands on experience with developing and maintaining derivative pricing models.
- Working knowledge of mathematical tools like linear models, dimensionality reductions
- Graduate degree in a quant discipline: statistics, mathematics, engineering
- Active experience with Python (Polars and/or Pandas), SQL
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