Quantitative Investment Risk Analyst

Neuberger Berman•New York, NY

21h•Hybrid

About The Position

The selected candidate will join the Investment Risk unit as a Quantitative Risk Analyst, working within the Private Wealth Investment Risk team. The unit is responsible for risk measurement, attribution, and analysis for the firm’s Equity, Fixed Income, Alternatives, and Multi-Asset Class strategies. The Risk Department provides independent risk oversight across the firm’s strategies and handles complex matters impacting Neuberger Berman Group LLC. The role is based in the New York office and involves day-to-day coverage of several strategies and portfolio management teams.

Requirements

1–2 years of experience in a quantitative role, ideally in risk, portfolio analytics, or a related buy-side function.
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.
Python programming experience.
SQL experience.
Must be authorized and have the right to work in the country where the role is located without current or future sponsorship.

Nice To Haves

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, and support teams across the firm on risk and performance analytics issues.
Translate academic and/or buy-side research into implementable and actionable risk models, analytics, and methodologies, leveraging large data sets.
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 largely autonomously while collaborating with team members.