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Selby Jennings - New York, NY
posted about 2 months ago
About the position
The Quant Risk Analyst position at a pioneering multi-billion dollar Credit Hedge Fund in NYC is a newly created role aimed at enhancing the fund's quantitative risk capabilities. The analyst will work closely with front office quants and portfolio managers to develop custom risk and pricing models, providing analytics that influence portfolio construction and hedge strategies. This role combines quantitative analysis with investment strategy, making it integral to the fund's operations.
Responsibilities
- Develop custom risk and pricing models for portfolio construction and hedge strategy.
- Collaborate with front office quants and portfolio managers to provide analytics and insights.
- Function as a quant/investment strategist advising front office teams.
- Create desk tools and dashboards for portfolio managers.
Requirements
- 2-5 years of quantitative risk/research experience.
- Master's or PhD in a quantitative discipline.
- Product knowledge in HY/IG Credit, CDS/CDX, Global Equities, Equity Derivatives, and Rates Derivatives.
- Experience developing risk and pricing models.
- Proficiency in Python and SQL.
