Quantitative Risk Researcher – Systematic Strategies

Millennium•New York, NY

2d•$160,000 - $250,000

About The Position

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.).

Requirements

Masters degree or PhD level training in quantitative field (e.g. Engineering, Computer Science, Mathematics or Physics)
2+ years Professional experience in Trading, Risk, or Quant role (alpha research, portfolio optimization etc.) or trading environment generally.
Highly analytical individual with strong problem-solving skills
Strong coding skills required (Python, SQL, Kdb+q1, C++)
Excellent command of statistics, time series analysis, optimization methods
Entrepreneurial inclination: ability to work alone and act as a project manager
Strong communication skills both written and verbal. Good team player – one who is able to prioritize in a fast moving, high pressure, constantly changing environment
Ability to work with Portfolio Managers and build smooth working relationships
Proactive and attentive to details

Nice To Haves

Experience in GUI development is a plus

Responsibilities

Help monitor and explain P&L and performance for Quant Strategies Portfolio Managers
Design 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

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