Financial Engineer - Portfolio Risk Infrastructure Analyst

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