Quantitative Risk & Portfolio Analytics - Associate
Core
Associate in Central Trading & Risk Management for a multi-manager, market neutral equity hedge fund, partnering with portfolio managers to optimize construction, manage risk, and develop quantitative tools.
Role type
Associate quantitative risk & portfolio analytics
Builds
Quantitative investment tools, portfolio optimization methodologies, and risk analytics infrastructure for MSIM's flagship market-neutral equity platform.
Domain
Asset Management / Quantitative Finance
Deliverable
production ML models
Required skills
Python, SQL, equity risk models (MSCI Barra, Axioma), statistical methods, portfolio optimization, stress testing, time series analysis, factor attribution
Preferred skills
Buy-side multi-manager platform experience, large financial datasets handling, automation development
Technologies
Python, SQL, MSCI Barra, Axioma
Responsibilities
Perform factor attribution and portfolio exposure analysis; Develop and enhance portfolio construction and optimization methodologies; Research new alpha signals; Design quantitative tools supporting investment decision making; Conduct stress testing and scenario analysis; Monitor fund-wide exposures and identify risks; Partner with trading to improve execution efficiency; Analyze portfolio performance and attribute returns; Design and develop Python-based analytical tools and research infrastructure.
Seniority
Associate (2-5 years experience)