Quantitative Analyst/Associate - Investment Risk
About the positionResponsibilities• Provide day-to-day coverage and analysis of the investment strategies across asset classes for portfolio management teams. For Multi-Asset Class strategies, this will also include developing an understanding of the underlying Equity, Fixed Income and Alternative investments within the broader accounts• Maintain and run, both, regular and ad hoc risk, analytics and liquidity reports• Collaborate with and support investment, products, and operations teams on risk, performance analytics and liquidity issues• Perform ex-ante and ex-post portfolio risk, performance and attribution analysis, including scenario analysis and back testing as needed• Monitor regulatory liquidity risk requirements and assist with liquidity projects (i.e., model liquidity profiles for new funds/ETFs and new asset types)• Prepare presentation materials for reviews with portfolio managers, senior management and the firm’s Investment Risk and Liquidity Committees• Solve complex risk management challenges in a largely autonomous fashion while collaborating with team members• Translate academic research and industry developments (buy-side research) into practical data driven insights that are implementable and actionable• Stay up to date on academic finance research and developments and present findings to team membersRequirements• Master’s degree preferred, in a quantitative field such as Engineering, Econometrics, Computer Science, Applied Mathematics, Statistics, or a related discipline; or a bachelor’s degree combined with equivalent relevant experience• 2–4 years of experience in a quantitative, analytical, or risk-focused role within financial services or asset management• Strong interest in financial markets and willingness to learn on the job• Proficiency in Python Programming and SQL required; experience with Tableau is a plus• Familiarity with risk management and risk statistics, including concepts such as risk decomposition, factor exposure, stress testing, liquidity profiles and classifications is a plus• Excellent analytical, verbal, and written communication skills, with the ability to clearly convey complex findings to both technical and non-technical audiences• Extremely goal-oriented and a true team player.The highest integrity relates to corporate standards and complianceNice-to-haves• Exposure to industry's standard risk models/platforms such as Aladdin, Barra, FactSet, and Bloomberg PORT is a plus• Progress towards professional certifications such as FRM, CFA, CAIA or similar is a plusBenefits• We offer a comprehensive package of benefits including paid time off, medical/dental/vision insurance, 401(k), life insurance and other benefits to eligible employees. Apply tot his job