Senior Associate, Multi Asset Arb Risk
Core
Conduct daily analysis on portfolios in equity, corporate credit, and equity derivatives asset classes; improve risk methodologies, metrics, and reporting for Multi Asset Arbitrage portfolios.
Role type
Senior Associate, Multi Asset Arbitrage Risk Analyst
Builds
Risk monitoring tools and analytics for Multi Asset Arbitrage portfolios
Domain
Hedge fund / Multi Asset Arbitrage
Deliverable
dashboards & analysis
Required skills
Credit strategies (Convertible Arbitrage), Event driven equity strategies (merger arbitrage, index rebalance, spin-off), Quantitative background (math, physics, economics, finance), Risk management, Portfolio analysis, Data quality focus, Programming (Python/C++/C#/C/Java), Analytical skills
Preferred skills
Equity Derivatives strategies (dispersion, index vol relative value), RiskMetrics knowledge, SQL
Responsibilities
Conduct daily portfolio analysis, Develop risk methodologies and metrics, Build monitoring tools, Contribute to Risk Worksessions and Global Risk committee, Perform ad-hoc risk analysis
Seniority
Senior, hands-on IC