Quantitative Market Risk Analyst - Asset Manager

Expiring today

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

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