Job Description :
A New York-based Hedge Fund is looking for a Quantitative Risk Analyst with strong python programming and scripting skills to work on quantitative risk and portfolio construction strategies for a global macro fixed-income portfolio.
The fund is looking for a candidate with a strong quantitative background, in-depth knowledge of the fixed income markets, and 2+ years of experience and who comes from a hedge fund or sell-side trading firm and has worked on relative value strategies : yield curve trades, cross-currency spread positions, currency vs.
fixed income positions, and equity vs. bond positions.
Duties include :
- Implementation and monitoring of quantitative risk analytics
- Implementation of hedging and pricing models
- Build and maintain risk reporting infrastructure
- Integration of internal market data and risk systems
- Create customized risk management analytics
- Quantitative Analysis for Risk and Marketing presentations
The Candidate must have :
- Quantitative / Statistics / Math / Computer Science Bachelor’s degree
- 2-4 years of experience working with Fixed Income products and related derivatives, Structured Credit, Loans, Emerging Markets
- 2-4 years of quantitative risk experience working on macro fixed income strategies with a hedge fund or sell side firm.
- Development experience working with Python, MATLAB, R, and / or other scripting languages.
Compensation :
Base Salary Range : $150,000-$200,000. This represents the presently anticipated low and high end of the Company’s base salary range for this position.
The actual base salary range may vary based on various factors, including but not limited to location and experience.
Total Direct Compensation : This job is also eligible for discretionary bonuses and incentive compensation on an annual basis.
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