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Quantitative Risk Analyst

4 months ago

New York, United States JW Michaels & Co. Full time

My client, an alternative asset management firm that specializes in multi-strategy hedge fund and opportunistic credit investing, with $9.1B AUM, is seeking a Quantitative Risk Analyst to join their Risk Management & Quantitative Analysis team, to assist in all aspects of the investment process.

The Quantitative Risk Analyst will serve as the liaison between the Investment team and Technology team, and will work directly with the Client Relations team for client reporting. In this role, you will assist in the development of risk measurement analytics to assess portfolio risk, and play a key role in contributing to the portfolio management system for fund of hedge funds. Additionally, you will assist in the development of tools to streamline the investment and portfolio management process.

Requirements:

  • 1-4 years of relevant work experience at a top-tier investment bank or investment management firm.
  • Proficient with risk analytics using statistical packages (such as R or MATLAB), as well as Bloomberg and other market data sources.
  • Knowledge in SQL Server Technologies: SQL, Excel & VBA, Microsoft Visual Studio, SQL Server Reporting Service (report design, aggregations, customizations) preferred.
  • Strong analytical skills.

This is a NYC based hybrid role (4 days in-office, 1 day remote) with the opportunity to work in a brand new, stellar office