Quantitative Risk Engineer
New York, New York, United States
We are seeking a talented, driven, independent thinker to design and deliver automated analytics and oversight, for a new Risk Analytics team in our Risk Management (Risk) department.You will both support Risk’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:
- Developing and/or adopting new measurements within Risk’s portfolio/fund oversight products.
- Adding new realized and simulation based metrics to Risk’s dashboards and reports.
- Developing a set of consistently computed metrics for portfolio/fund performance, and sharing these with Risk’s partner teams including modelers, portfolio managers, and investor facing teams.
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.
- CRO, Risk Management & partner teams such as portfolio managers and quantitative modelers.
- 3-7 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 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.