Quantitative Portfolio Researcher
: Job Details :

A multi-strat fund in NY is seeking a quant researcher for their centralized portfolio research team. They have been the fasting growing hedge fund over the last 5 years and are fully innovating how they manage risk at the portfolio and fund levels.As a result of this growth, they have built up a new Portfolio Research team. They are hands-on quantitative team focused on developing multi-asset class pricing and risk analytics.In this position you will be responsible for:Building mutli-asset class risk and pricing analyticsOwnership in developing a quantitative framework across the entire multi-strategy platform, working on capital utilization and allocation models across PM teamsBuild performance and measurement analytics to help CIO office on management decisions - capital allocations across portfolio management teamsBuilding risk, performance, and capital analytics for enterprise-wide initiativesDevelop quant frameworks for risks across the platformWork on risk and capital model development, stress-testing (across asset classes)Scenario design model developmentBuild volatility, capital, risk, and P&L metrics for senior managementQualifications include:7+ years Buy Side Quantitative Multi-Asset quant and risk analytics (i.e. model development) experience. OR Front Office Sell Side Quant/Desk Strategist experience covering any asset classHands on experience with developing and maintaining derivative pricing models.Working knowledge of mathematical tools like linear models, dimensionality reductionsGraduate degree in a quant discipline: statistics, mathematics, engineeringActive experience with Python (Polars and/or Pandas), SQL#J-18808-Ljbffr