Quant Analyst - Risk Management

CT, CT

Post Date: 10/18/2017 Job ID: 9608 Category: Opportunistic

Quantitative Analyst

Risk Management

Our Client is seeking a Quantitative Analyst to join its Risk Management team as it expands the function. Quantitative Analysts are responsible for improving the performance of portfolios by developing new techniques for more efficiently capturing Alpha or managing risk. The ideal candidate is a smart, talented, articulate and creative problem solver well versed in the equities.   Experience in quantitative investment research is a plus.

 

Our client primarily invests in discretionary long/short equities and makes significant quantitative and macro investments. The Firm is headquartered in Stamford, Connecticut, and maintains offices in New York, London, Hong Kong, Tokyo, and Singapore. 

 

The Firm’ s risk management mandate is to work in strategic partnership with Portfolio Managers (PMs) to ensure high-quality performance and risk adjusted returns. Our Client is a different type of firm with a solutions-oriented risk management model that requires building and maintaining meaningful and impactful relationships with PMs 

The Quantitative Analyst will:
  • Analyze large structured and unstructured data sets such as internal trade data, risk data, fundamental data, and sentiment data
  • Develop quantitative tools and back-test investment ideas
  • Conduct innovative and scientific research to process and analyze new and non-traditional datasets looking for predictive power
  • Identify and manage new datasets that support investment decisions
  • Introduce new approaches, tools, and prototypes
  • Deliver research findings to senior management and recommend investment ideas

 

Our Client offers substantial career opportunities:
  • We are a workplace where performance and integrity go hand in hand
  • We are committed to personal and professional development
  • We expect and reward innovation and creativity
  • We create opportunities for long-term careers
  • We measure success by the merits of the work, its quality and the results obtained

 

 

 

We seek candidates with:
  • Three or more years of experience in a quantitative capacity covering investments, focusing on equities, although experience in other asset classes is also useful
  • Strong background in Statistics and Econometrics
  • The ability to manipulate and synthesize large data sets
  • High level of proficiency with SQL
  • A high-energy personality and the ability to manage multiple tasks and deadlines in a fast-paced environment
  • A high degree of drive – must be a self-starter
  • The ability to recognize and seize opportunities
  • A depth of skills enabling him/her to perform ad hoc and other special studies
  • Strong communications skills, with the ability to communicate clearly and concisely to senior management and portfolio managers
  • The ability to work cooperatively with all levels of staff and to thrive in a team-oriented environment
  • A commitment to the highest ethical standards and who act with professionalism and integrity at all times

 
SQL, Data Analysis, Statistics

Evan Pollock


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