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A Leading Hedge Fund in Manhattan is looking for a full time, permanent, quantitative risk analyst who has distinctive problem solving skills and strong quantitative and computational skills. Most importantly, the successful candidate is able to think about risk in a structured, logical and qualitative way as the foundation for any quantitative analysis.
Role and Responsibilities
Take ownership of and support/enhance existing risk analysis, reporting processes and systems/applications
Make risk data available in various formats required by end-users (e.g., Tableau reports; data base tables; Excel-Add in for Investment team); respond to follow up questions
Ensure consistency and accuracy of risk & performance data published by the Risk Team
Contribute to the refinement of risk management frameworks; implement enhancements in our systems and reporting infrastructure
Expect to work on multiple projects simultaneously. These projects may include ad hoc data analysis, data visualization and calculating risk metrics concerning current risk issues
Create documentation of risk frameworks, code, data flow and report generation
Provide recommendations to team to improve calculations, methodologies, systems and automate processes
· Undergraduate degree in electrical engineering, computer sciences, math, physics or financial engineering
· Graduate degree in Finance or quantitative discipline desirable, or equivalent practical experience
FRM Level 1/CFA Level 1 preferred if no practical risk or asset management experience
Solid econometrics and basic risk math skills (VaR models, factor models, linear algebra etc.)
Solid Python programmer with knowledge of pandas and numpy libraries
Knowledge of database design and SQL
Knowledge of Excel/VBA; Tableau is a plus
· Ideal candidate has 0-4 years of experience; if no experience, must have graduate degree
· Exposure to risk management work in a Macro / Market Risk or portfolio construction context desirable