Quantitative Market Risk Analyst - Asset Manager

Employer
Analytic Recruiting Inc.
Location
San Francisco, USA
Salary
Competitive
Posted
Jun 17, 2022
Closes
Jul 17, 2022
Ref
14973159
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 have experience with VaR. Hedging, and stress testing financial models
  • 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