Quantitative Equity Risk Analyst - Hedge Fund

Are you an experienced Quantitative Equity Risk Analyst looking for a new challenge? We have a fantastic opportunity available at a Start-Up Event Driven Hedge Fund in the heart of New York, NY.

As a Quantitative Equity Risk Analyst, you will collaborate closely with the investment team to refine their understanding of risk exposures, leveraging commercially available equity risk models. Your responsibilities will include:

• Developing a market-based understanding of risk model outputs
• Identifying emerging sources of correlation that conventional equity risk models may overlook
• Making recommendations to enhance the firm's risk control frameworks and processes
• Assisting in portfolio construction and trade simulation

Requirements:

• Prior quantitative risk experience at a multi-manager or other factor-neutral investment firm, or within a quantitative risk group at a bulge bracket bank
• Minimum of 5 years of total work experience
• Experience in an equity market neutral setting, with knowledge of factors
• Proficiency in Python, MATLAB, or R
• Familiarity with commercial risk models such as Axioma, Barra, or Wolfe
• Strong academic credentials including a Bachelor's degree or equivalent from a top-tier institution (required) and an advanced degree in a quantitative field (preferred)