Major Multi-Strategy Hedge Fund in CT Seeks a Quantitative Risk Analyst with strong programming skills to join their Risk team to develop analytical tools and perform Quantitative Analysis
Roles & Responsibilities:
General Roles and Responsibilities:
• Development of quantitative analysis of risk to support both day-to-day and long term management of Risk and Performance.
• Development of analytical tools to promote rapid, ad-hoc understanding of risk.
• Development and support of risk operational infrastructure.
• Good understanding of financial markets and instruments.
• Ability to translate business requirements into technical specification.
• 5+ years programming experience, with 2+ years dedicated to C#.
• 2+ year experience in hedge fund/investment bank
• Advanced SQL development experience.
• Excel VBA programming experience.
• Development of risk management system or commercial software.
• Development of valuation engines.
• Development of performance and P&L attribution system.
• Development of C# GUI components.
Supervise and troubleshoot daily and other periodic risk reporting Evaluate potential hedges for portfolio managers Analyze performance, P&L and risk attribution Participate in design and ..
Financial Engineer for quantitative modeling and VAR To support firm business needs in financial instrument valuation and risk methodology. Potential candidate is required to have knowledge in f..