A leading Multi-Strat Hedge Fund in NYC is looking to hire a Equities Risk Manager to assist in a buildout of their risk framework, investment strategy, and portfolio construction.
This hire will be responsible for enhancing the risk management framework for their Equities strategies by designing innovative stress testing scenarios, developing VaR/pricing models, and engaging in dynamic conversations with PM's in regard to portfolio construction and optimization.
The ideal hire will be coming from a Risk or Quant background with experience in Equities and Equity Derivatives. Candidates must be proficient in Python and SQL.
Responsibilities:
- Enhance Risk Framework for Firm's Equity Strategies
- Develop and Build Equity Factor Models as well as test and enhance vendor risk models
- Engage with PM's to optimize investment strategy and portfolio construction
- Design innovative stress testing scenarios from scratch
- Explain the drivers of performance to senior management and PMs
Qualifications:
- 4+ years in a Risk Manager, Quant Risk, Quant Research, or Investment Strategy role relating to Equities
- Expert level knowledge in Equities and Equity Derivatives
- Working ability in Python and SQL
- Buyside experience preferred
