Permanent job based in New York, NY or Stamford, CT.

We are looking for a Senior Equities Quantitative Analyst with very strong quantitative experience to perform Risk Management & Quantitative Research.

The Quantitative Analyst will:

• Investigate a portfolio or a strategy to understand the drivers of performance and develop a report that summarizes the risk profile and facilitate efficient risk management as well as improved understanding of portfolio construction and investment behavior.
• Drive improvements in stress testing, Value at Risk and various limit framework around concentration and liquidity.
• Evaluate external-vendor risk models to adapt and improve them (for example, developing and adding custom factors to those models) and oversee the deployment of the models.
• Conduct research to develop innovative risk management approaches, tools and analytics to help improve performance and better manage risk and deliver those research findings to senior management
• Work with developers on the specification, design and development of risk management and performance attribution infrastructure

Most of the above tasks will require analyzing large structured and unstructured data sets such as internal trade data, risk model data, fundamental data, and sentiment data and running simulations and back-tests.

Requirements:

• 3+ years of experience in a quantitative research or risk management capacity covering equities investing.
• Strong background in statistics, math, and econometrics.
• Ability to manipulate and synthesize large data sets.
• High level of proficiency in SQL and quantitative programming (Python, MATLAB, R).
• Intellectual curiosity and depth of skills enabling him/her to perform ad-hoc tasks and special projects.
• High-energy and relentless personality with a desire to proactively ideate opportunities and the ability to manage multiple tasks and deadlines in a fast-paced environment.
• Strong communications skills – an ability to clearly and concisely articulate complex ideas to senior management and portfolio managers is critical.

Job Type: Full-time

Salary: $150,000.00 - $250,000.00 per year

Benefits:

• 401(k)
• Health insurance

Physical setting:

• Office

Schedule:

• 8 hour shift

Education:

• Bachelor's (Required)

Experience:

• large data sets: 3 years (Required)
• SQL: 3 years (Required)
• quantitative programming (Python, MATLAB, R): 3 years (Required)
• stress testing or VaR: 3 years (Required)
• quantitative research: 3 years (Required)
• risk management capacity covering equities investing: 3 years (Required)
• statistics, math, and econometrics: 3 years (Required)

Work Location: One location

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