Description
The Quantitative Analyst will work in collaboration with analysts, traders and portfolio managers in a fast-paced environment. They will be a significant contributor to internal risk systems and portfolio monitoring tools by supporting the investment teams. The Quantitative Analyst will present analysis to the investment team in a clear and concise manner. The ideal candidate should have a strong passion for quantitative research and insight generation.
Job Functions
- Develop and maintain analytical solutions to scrutinize large data sets
- Manage and improve the fund’s infrastructure, including tools for portfolio and risk management, counterparty exposures and market analysis
- Conduct surveillance of investment positions and track evolving risk factors
- Support portfolio managers by carrying out top-down and bottom-up research across multiple investment markets
Qualifications
Bachelor’s degree requiredAdvanced degree in a quantitative discipline preferredSolid understanding of risk management, [sensitivities (greeks), VaR, and stress-testing / scenario analysis]Strong programming skills in Python, R, MatLab or VBA; knowledge about C++ / C# is a plusExperience working with large datasets / databasesExcellent analytical skills and empirical research experienceAbility to prioritize time and tasks effectively and meet deadlinesAbility to present analysis clearly and effectivelyBase Salary Range
The estimated base salary range for this position is $90,000 – 110,000. In addition to base salary, this position is eligible for an annual discretionary bonus, plus a comprehensive benefits package.