Associate - Quantitative Risk Analytics

New York, New York, United States

Ref#: POS-2088

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Role Title: Associate - Quantitative Risk Analytics

Role Overview

We are seeking a talented, driven, independent thinker to design and deliver analytics and oversight, for a newly formed Risk Analytics function in our Risk Management department. In this role, you will both support Risk Management’s exiting analytics stack, as well as think creatively, propose, develop and deliver new measurements, processes and procedures. Concrete projects for this role may include:

  1. Developing and/or adopting new measurements within Risk Management’s portfolio/fund oversight products.
  2. Adding new realized as well as simulation based metrics and thresholds to Risk’s dashboards and reports.
  3. Developing a set of consistently computed metrics for portfolio/fund performance, and sharing these with Risk Management’s partner teams including modelers, portfolio managers, and investor facing teams.
  4. Partnering with, and supporting the analytical needs of, Risk Management’s Market Risk team.

This is role involves significant quantitative data analysis, running large scale distributed simulations, and maximizing use of technological automation. Familiarity with risk measurement and a broad range of financial instruments is preferred but not required.

1S  Stakeholders

·         CRO, Risk Management & partner teams such as portfolio managers and modeling.

      Skills

  • 3-5 years relevant data analytics experience with at minimum a Bachelor’s degree in either of: computer science, statistics, math, or other engineering field [please detail your graduating GPA on your resume].
  • Strong, demonstrated experience with scripting languages and/or data analysis tools. Python, Java, or equivalent.
  • Work experience on projects involving all aspects of: time series analysis/ data modeling, software development/automation, stakeholder engagement & communication.
  • Experience developing/managing/delivering small to medium sized quantitative and/or technology projects with multiple stakeholders is a plus.
  • Strong communication skills, including ability to clearly and effectively communicate with pure quants, engineers, as well as project managers and senior management.
  • Ability to think & work independently. Comfortable with ambiguous project scopes & definitions.
  • Can quickly learn about existing practices/methodologies/processes or lack thereof, think creatively & strategically, propose enhancements/solutions and deliver concrete resulting products/processes to stakeholders.
  • Willingness and excitement to learn unfamiliar quantitative subjects or tools/technologies, as required on the job.
  • Interest to learn deeper knowledge of risk management including various aspects of financial risk, risk related to automated trading strategies, technology risk, legal & regulatory risk.
  • Strong interpersonal skills, maturity, self-awareness, humility, confidence without ego.