Risk Analyst

  • salary plus bonus
  • New York, NY, États-Unis New York NY US
  • CDI, Plein-temps
  • The Forum Group
  • 18 mai 18 2018-05-18

Global Macro Fund in midtown is seeking a Risk Analyst who has hands on programming skills

~~Portfolio Risk Analyst

$5 billion + global macro hedge fund is seeking a risk associate for our New York office.  The candidate will be joining an innovative global team responsible for scalable data and analytics management for broad set of business demands.  The team members have direct interaction with investors and portfolio managers of different trading styles.

Responsibilities:
• Automation of daily portfolio risk analysis and reporting processes
• Portfolio risks attribution and stress testing
• Risk data modeling in RiskMetrics
• Historical portfolio performance analysis
• Support multiple business teams in their risk analysis and reporting needs

Qualifications:
• Experience with relational databases and processing large data sets
• Strong programming experience with R, Python or MatLab
• Ability to build good data visualizations
• Practical experience with Linear Algebra and Statistical methods
• Knowledge of Fixed Income and Foreign Exchange instruments
• Good knowledge of volatility and other convex securities
• Knowledge of portfolio theory
• Graduate degree in Engineering, Applied Math or Statistics
• RiskMetrics modeling experience a plus