Multi-Asset Quantitative Risk Analyst

Responsibilities:

• Use Python to run simulations, back test risk models and large datasets
• Use fundamental factor models to analyze the firm’s exposures to market conditions
• Create risk, performance and attribution reports and present weekly portfolio analysis to senior managers including the CEO
• Understand, analyze, and interpret the results from 3rd party risk systems like Barra and Axioma
• Work closely with the firm’s IT and software developers on improving risk analytics and risk reporting infrastructure
• Conduct quantitative research on improving portfolio construction, portfolio optimization and portfolio risk models
• Present visualization of risk exposure using latest BI tools such as Tableau

Requirements:

• Advanced Python and statistical programming skills
• Advanced quantitative degree
• 3+ years of proven equity and fixed income portfolio risk, performance and attribution experience
• Must have advanced Excel and data manipulation skills
• Must have data mining experience working with and validating large data sets structured and unstructured market, trade, and risk information
• Must have experience working with portfolio risk data from Barra and Axioma
• Must have experience working with API’s for web interfaces and data transmission
• Must have superior communication and data visualization skills to translate complex risk information to diverse audiences

Keywords: Python, Portfolio Risk, Data Analysis, Performance, Attribution, Risk Infrastructure, Prototype, Backtest, Decompose Risk

Please send resumes to Jim Geiger jeg@analyticrecruiting.com