Role - Quantitative Risk AnalystClient - Hedge FundLocation - New YorkThe Quant Risk Analyst will help analyze & monitor the risk, build quantitative models for performance & risk analysis. Responsibilities: Develop data-driven analytical models to uncover performance patterns among portfolio managers and pinpoint key drivers of P&L and risk (e. g. , factor models, risk decomposition). Design and implement interactive dashboards for risk analysis and scenario visualization, providing intuitive GUI tools for decision support. Collaborate with the Quant Technology team to build and enhance option pricing and volatility models. Skills:
Advanced degree (Master’s or PhD) in a quantitative discipline such as Engineering, Computer Science, Mathematics, or Physics. Minimum of 3 years’ experience in a professional role within Trading, Structuring, Risk, or Quantitative Analysis at a financial institution, fintech firm, trading company with experience across Equities, Macro, FX or Fixed Income. Strong programming skills, particularly in Python, with hands-on experience in the data science ecosystem (e. g. Pandas, scikit-learn or similar), and SQL. Experience with GUI development tools such as Dash, Panel, or equivalent is a plus.
Customize your resume to highlight skills and experiences relevant to this specific position.
Learn about the company's mission, values, products, and recent news before your interview.
Ensure your LinkedIn profile is complete, professional, and matches your resume information.
Prepare thoughtful questions to ask about team dynamics, growth opportunities, and company culture.
