Quantitative Analyst/Associate – Investment Risk
About the position Responsibilities • Provide day-to-day coverage and analysis of the investment strategies across asset classes for portfolio management teams. For Multi-Asset Class strategies, this will also include developing an understanding of the underlying Equity, Fixed Income and Alternative investments within the broader accounts • Maintain and run, both, regular and ad hoc risk, analytics and liquidity reports • Collaborate with and support investment, products, and operations teams on risk, performance analytics and liquidity issues • Perform ex-ante and ex-post portfolio risk, performance and attribution analysis, including scenario analysis and back testing as needed • Monitor regulatory liquidity risk requirements and assist with liquidity projects (i.e., model liquidity profiles for new funds/ETFs and new asset types) • Prepare presentation materials for reviews with portfolio managers, senior management and the firm’s Investment Risk and Liquidity Committees • Solve complex risk management challenges in a largely autonomous fashion while collaborating with team members • Translate academic research and industry developments (buy-side research) into practical data driven insights that are implementable and actionable • Stay up to date on academic finance research and developments and present findings to team members Requirements • Master’s degree preferred, in a quantitative field such as Engineering, Econometrics, Computer Science, Applied Mathematics, Statistics, or a related discipline; or a bachelor’s degree combined with equivalent relevant experience • 2–4 years of experience in a quantitative, analytical, or risk-focused role within financial services or asset management • Strong interest in financial markets and willingness to learn on the job • Proficiency in Python Programming and SQL required; experience with Tableau is a plus • Familiarity with risk management and risk statistics, including concepts such as risk decomposition, factor exposure, stress testing, liquidity profiles and classifications is a plus • Excellent analytical, verbal, and written communication skills, with the ability to clearly convey complex findings to both technical and non-technical audiences • Extremely goal-oriented and a true team player. The highest integrity relates to corporate standards and compliance Nice-to-haves • Exposure to industry's standard risk models/platforms such as Aladdin, Barra, FactSet, and Bloomberg PORT is a plus • Progress towards professional certifications such as FRM, CFA, CAIA or similar is a plus Benefits • We offer a comprehensive package of benefits including paid time off, medical/dental/vision insurance, 401(k), life insurance and other benefits to eligible employees. Apply tot his job Apply tot his job