Quantitative Investment Risk Analyst

Neuberger Berman•New York, NY

1d•$95,000 - $110,000•Hybrid

About The Position

The Quantitative Investment Risk Analyst will join Neuberger Berman’s Investment Risk unit and work within the Private Wealth Investment Risk team in its New York office. The team provides risk measurement, attribution, and analysis across the firm’s Equity, Fixed Income, Alternatives, and Multi-Asset Class strategies. The Risk Department provides independent risk oversight across the firm’s varied strategies. The analyst will cover several strategies and portfolio management teams, run regular and ad hoc reports, and support teams on risk and performance analytics. The role applies research and large datasets to implementable risk models, analytics, and methodologies; performs portfolio risk, performance, attribution, stress-test, and back-test analyses; and prepares review materials for portfolio managers, senior management, and the Investment Risk Committee. The analyst will also keep abreast of academic finance research and present findings to colleagues, working autonomously while collaborating with the team.

Requirements

1–2 years of experience in a quantitative role.
Bachelor’s or master’s degree in a quantitative field such as Financial Engineering, Econometrics, Computer Science, Applied Mathematics, Statistics, or a similar field.
Strong interest in financial markets and willingness to learn on the job, including using AI tools to improve analysis and productivity.
Experience with Python programming and SQL.
Authorization and the right to work in the country where the role is located without the need for current or future sponsorship.

Nice To Haves

Experience in risk, portfolio analytics, or a related buy-side function.
Knowledge of risk management and risk statistics, including familiarity with risk decomposition, factor exposure, and stress testing.

Responsibilities

Provide day-to-day coverage for several strategies and portfolio management teams as part of the Private Wealth Investment Risk team.
Maintain and run regular and ad hoc reports.
Support teams across the firm on risk and performance analytics issues.
Translate academic and buy-side research into actionable, implementable risk models, analytics, and methodologies using large datasets.
Perform ex-ante and ex-post portfolio risk analysis, performance and attribution analysis, stress tests, and back tests.
Stay current with academic finance research and developments, and present findings to team members.
Prepare presentation materials for reviews with portfolio managers, senior management, and the firm’s Investment Risk Committee.
Solve real-world risk management problems autonomously while collaborating with team members.