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An International Investment Management Firm that oversees more than $300B AUM is determined to bring on a senior-level quantitative risk analyst to support the firm's investment risk management framework. The Investment Manager is searching for an experienced and credentialed individual to lead efforts for the implementation of advanced risk analytics for their multi-asset portfolios, as well as facilitating the enhancement of their existing quantitative risk infrastructure. In addition, the individual would oversee the development of quantitative models focused on risk adjusted return and overall risk of their various assets.
The Senior Quantitative Analyst will:
Lead MSCI's BarraOne deployment and drive efforts for enhancements of the existing quantitative risk infrastructure
Develop improvements to investment risk processes for the portfolio management teams
Perform risk analysis by utilizing factor models, quantitative risk tools and support overall risk research
Work with internal associates around asset modeling enhancements
Partner with Technology and Operations teams for initiatives related to the firm's risk and data infrastructure
Candidates are expected to have:
An advanced degree focused in science or engineering with a background in market risk concepts
4+ years of experience
Strong experience with MSCI's BarraOne and knowledge of fixed-income portfolio optimization techniques
Proven programming skills in python or MATLAB, SQL, and VBA
Strong knowledge of fixed-income products and their associated derivative instruments (leveraged loans, CLOs and CDS)
If interested, please apply!
Internal Number: 6501862
About Selby Jennings Buyside
eFinancialCareers is a career site specializing in financial services.