Risk Quantitative Analyst
Opportunity: Risk Quantitative Analyst
Major Southern California Investment Adviser seeks a Risk/Quantitative Analyst to be an integral member of the Research & Investments’ due-diligence team. The right candidate must have the temperament to thrive in our high-velocity, demanding business culture and enjoy interacting with high-octane, committed co-workers who enjoy working together, value collaboration, and are passionate about providing our clients with access to what we believe are some of the best investment managers in the alternatives industry.
The Risk/Quantitative Analyst role will be broad in nature and will have a wide range of responsibilities, including calculating portfolio risk and return analytics, portfolio construction and asset-allocation analytics, and other quantitative management support including:
- Maintaining and developing quantitative and risk analytics utilizing in-house tools and external providers
- Risk exposure reviews by manager and portfolio including VaR, CVAR, and volatility metrics
- Performance and attribution analysis by portfolio (by manager, sub-asset class, sector and security)
- Maintaining and supporting the build-out of various firm databases/systems
- Peer group analytics and monitoring
- Asset allocation analytics including assisting in building the models and creating new firm infrastructure
- Creating customized internal reports including historical risk variables
- 2 to 4 years’ experience in a highly structured environment in Asset Management/Investment Banking, preferably in a risk management / quantitative-oriented role
- Strong interest in asset allocation, the global capital markets and risk management
- Strong Excel and PowerPoint skills, as well as advanced MS Office skills such as creating macros, pivot tables and desktop report publishing
- Previous SQL programming experience; statistical (MATLAB, R, or similar) and other programming and/or advanced analytical development skills are a plus
- Extremely detail-oriented with an above-average ability to collect, sort, organize and manipulate various types of financial data
- B.S./B.A. from top undergraduate school
- Undergraduate or graduate coursework in Statistics, including multiple regression, and in Computer Programming
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 ..
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