Responsibilities
- Portfolio Analytics and Optimization
- Assist in research, innovation, design, and implementation
- Risk and Performance Analytics
- Develop and maintain risk and performance attribution models
- Model various portfolio tail-risk measures
- Financial time series analysis
- Build and improve intraday risk compliance methodologies
- Derivative pricing and scenario analysis
- Research
- Implement and verify applicability of new industry innovations/publications to our fund model
- Daily Operations
- Extend the risk team’s reporting and analysis framework
- Review portfolio and strategy risk
Qualifications
- B.S. or M.S. in Quantitative Finance, Financial Economics, Computer Science or other STEM field required with strong development skills in real-world quantitative finance
- A minimum of 2 years relevant professional experience in financial and quantitative environments
- Enthusiasm for applying advanced modeling and technology solutions
- Experience analyzing, manipulating, and modeling large data sets (e.g., Python pandas, R datatable)
- Adept coding skills in (Python and R preferred) as well as experience with relational databases (MySQL preferred). Experience with visualization packages a plus.
- Intellectual curiosity and excellent communication skills
