Quantitative Risk Researcher

Job Description

• Responsible for liaising with technology teams, risk managers, and portfolio managers to develop, deliver, and maintain key modeling, pricing, and data infrastructure for the multi-strategy platform • Participating in research projects and ad-hoc analyses, as well as implementing proprietary models and analytics supporting risk and PM-facing infrastructure • Modeling alpha sources and risk factors specific to various arbitrage strategies, identifying and quantifying tail risks • Conducting ad-hoc analyses pertaining to the strategies’ performance and risk profiles and building and maintaining in-house models • Liaising with data and technology teams to resolve daily production issues to help design new solutions and applications and to evaluate new data sources

Qualifications

• Master’s Degree in Statistics, Mathematics, Physics, Financial Engineering or a related field • 4 years of experience working as a quantitative analyst or in an equivalent role within the financial services industry • 4 years of experience working in a hedge fund, proprietary trading desk, or major investment bank in a quantitative environment • 2 years of experience in implementing proprietary models and analytics supporting risk and PM-facing infrastructure • 1 year of experience in modeling alpha sources and risk factors to various arbitrage strategies and identifying and quantifying tail risks • 1 year of experience in conducting ad-hoc analyses pertaining to strategy performance and risk profiles and building and maintaining in-house models • 2 years of experience in liaising with data and technology teams to resolve daily production issues and designing new solutions and applications to evaluate data sources • Experience synthesizing technical problems, developing solutions, and working with technical and non-technical audiences, as evidenced by having delivered quantitative models and solutions for use by a volatility trading desk or PM team • Experience developing software or models that support trading activity

Benefits

• Part-time telecommuting permitted • Basepay for role expected between $231,750 - $237,500/yr • Role may be eligible for other forms of comp such as performance bonus & competitive benefits package