Quantitative Equity Investment Risk Manager Quantitative Equity Investment Risk Manager …

Analytic Recruiting Inc.
à Washington, DC, États-Unis
CDI, Plein-temps
Dernière candidature, 03 avr. 20
Competitive
Analytic Recruiting Inc.
à Washington, DC, États-Unis
CDI, Plein-temps
Dernière candidature, 03 avr. 20
Competitive
An investment management firm in Washington, DC is seeking a Senior Equity Risk and Portfolio Construction Manager to lead its Equity Portfolio Risk team.

Responsibilities:

  • Manage a team that will assess and analyze risk and performance across the firm’s full range of equity products [derivatives and convertibles included]
  • Use Multi-Factor Models to identify and measure investment risk across equity portfolios
  • Provide insights into the risk exposures, risk concentration and tail risk using MSCI Barra risk applications
  • Perform in depth analysis to better understand portfolio performance
  • Work directly with Equity Portfolio Managers to provide risk analysis that will improve portfolio construction
  • Work with IT to develop real time risk dashboards that can be used by PM’s and senior management
  • Monitor, analyze and communicate daily changes in the risk profile of the firm’s equity portfolios
  • Provide accurate and timely risk information to both internal managers and external clients

 

Requirements:

  • Candidates will have a quantitative degree (P.hD. preferred)
  • 10+ years working in equity risk management with a long only asset manager
  • Deep knowledge of multi-factor risk models
  • Experience with vendor systems, [MSCI Risk Manager, Barra One]
  • Programming skills, [Matlab, Python, R, C++]
  • Proven experience leading quantitative equity risk teams
  • Superior communication skills required to work directly with PM’s
  • Ability to work in a time-sensitive trading room environment

 

Keywords: Quantitative Risk Manager, Equity, Multi-Factor Models, MSCI, Barra, Risk Monitoring, Tail Risk, Quantitative Research, Risk Exposure, Risk Concentration

Please send resumes to Jim Geiger  jeg@analyticrecruiting.com

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