Quantitative Market Risk Analyst - REMOTE

A Multi-Asset Investment firm in NY is looking for a Quantitative Risk Analyst with strong Python Developer, SQL, VBA and Business Intelligence software skills to join the firms Market Risk team in New York. The market risk team works on risk analysis and risk reporting as well developing and enhancing market risk systems and models.

Responsibilities:

• Manage and maintain market risk models and systems
• Manage the Market Risk Reporting processes
• Build Trading and Risk Analytic tools
• Ensure accuracy of market risk and portfolio performance data
• Perform scenario analysis and stress testing of models
• Work with an analyze multiple financial datasets

Requirements:

• Must have 3-5 years of relevant experience
• Preference for advanced quantitative degree
• Must have market risk management experience
• Must have strong math and statistics skills (VaR, Multi-Factor Models)
• Must have strong Python Developer skills (Pandas and NumPy),
• Must have experience working with large financial data sets
• Nice to have: Tableau, Excel/VBA, SQL skills

Key words: Market Risk Systems, Risk Reporting, Quantitative Risk, Risk Analysis, Python, SQL, VBA

Please send resume to Jim Geiger [email protected]