Financial Engineer - Portfolio Risk Infrastructure Analyst

Employer
Analytic Recruiting Inc.
Location
San Francisco, USA
Salary
Competitive
Posted
May 18, 2022
Closes
May 19, 2022
Ref
14957100
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Responsibilities:
  • Build portfolio risk prototype models in Python
  • Use Python to run simulations, backtest risk models, and large datasets
  • Use fundamental factor models to analyze the firm's exposure to market conditions
  • Create risk reports and Present weekly portfolio risk analyses to senior managers including the CEO
  • Understand, analyze, and interpret the results from proprietary risk systems
  • 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

Requirements:
  • Advanced Python and/or R statistical programming skills
  • Advanced quantitative degree or 2+ years of proven experience as a market risk analyst
  • Must be able to lead risk analytic projects
  • 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
  • Must have experience working with APIs for web interfaces and data transmission
  • Must have superior communication skills to translate complex risk information to diverse audiences

Keywords: Python, Equity Risk, Interest Rate Risk, Portfolio Risk, Risk Infrastructure, Prototype, Backtest, Decompose Risk
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