In this highly visible role, the Risk Manager will be responsible for monitoring and managing equity L/S portfolio risk, scenario analysis, multi-factor modeling and tail-risk analysis. The Risk Manager will regularly interact with portfolio managers and senior management on all risk related matters.
The successful candidate will have an advanced degree in a quantitative discipline with the following:
- Minimum of 5+ years of risk and/or quantitative analysis experience gained at a leading asset manager
- Extensive factor modeling experience is a key requirement
- Deep knowledge of fundamental equities trading strategies is key
- Programming fluency in Python
- Clear, deliberate and thoughtful communication skills are critical as regular interaction with the desk and senior management is an integral part of this role
Please apply to this posting for more details on this search.
Quantitative Risk Manager - Equities in New York City Metropolitan Area at Multi-Strategy Hedge Fund
This position is listed as full time and onsite. It was posted 3 days ago.