Quantitative Risk Researcher

We are a Multi-Billion AUM, Multi-Strat Hedge Fund based out of Midtown Manhattan, operating in America, Europe, and Asia.The mission of the Quant Risk Researcher is to help analyze the fund’s risk in quantitative investment strategies in global futures, FX and rates.The role involves building quantitative models for performance & risk analysis, participating in the implementation of add-hoc simulation models for risk measurement (e.g. VaR improvement, scenario analysis, factor modelling etc.).Principal ResponsibilitiesHelp monitor and explain P&L and performance for Quant Strategies Portfolio ManagersDesign or enhance risk & pricing models and visualization tools, dealing with large datasets.Research and implement new risk methodologies & techniques to represent and monitor PM strategies