Equity Risk Management - Stamford CT

A fundamental factor in the success of our fund is the rigorous approach that the firm takes to risk management. The approach enables the firm to protect itself in its trading activities yet at the same time exploit opportunities as they arise. As part of the continued development of the risk management function, the firm is looking to hire a Risk Analyst to work in the existing Risk Management team.  This person will be responsible for critically analyzing and assessing market risk in detail, and taking on active role in assisting portfolio risk management and portfolio construction decisions. 

Specific responsibilities will include:

Analyze, assess and report the equity market risk at both the individual portfolio manager level and overall firm level.
Evaluate and propose risk reducing and alpha preserving hedges on an individual portfolio manager and overall firm basis using quantitative tools such as optimization, simulation and risk sensitivity studies.
Develop new approaches and tools including prototypes and, to the extent necessary, take an active role in the development and implementation of these tools. 
Work with quantitative team and developers to design and implement risk management methodologies and techniques.
Produce performance measurement and other quantitative assessments of risk/reward on both the individual portfolio manager and overall firm basis.
Produce, validate and distribute daily risk reports and other periodic risk reports (weekly, monthly, quarterly and annually).
Perform ad hoc and other special studies and communicate results, as required. 
Communicate clearly and concisely to senior management and the portfolio managers.


Our ideal candidate will have an advanced degree in a quantitative discipline with 3 to 4 years experience within an equity trading or risk management function.  

The individual will have either taken or managed equity market risk. The successful candidate will have a thorough understanding of a range of financial products across equity markets.  The individual will have a strong familiarity with the technology associated with risk monitoring and reporting. The candidate should possess outstanding quantitative skills with expert-level knowledge, skills and experience in the following technical areas:

Multivariate statistical techniques (Time Series Analysis ; Data Mining ; Constrained Optimization)
Computer modeling languages and tools (Matlab or SAS ; VBA ;  SQL );
Risk measurement methodologies and techniques (Equity Factor Models, stress test and performance analysis)

Experience with Factor Models such as Barra, Northfield or APT is a plus.

The successful candidate will be highly technical and analytical yet at the same time will have strong interpersonal and communication skills. They will be achievement oriented, ambitious, self-motivated, performance driven and energetic. The individual will thrive on working in a team-oriented environment and will have a highly disciplined and structured approach to their work.
Please send resume as a word doc to Deborah@ESCfinance.com


Email resume to: Deborah@escfinance.com
Apply online below

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