Systematic Portfolio Strategy and Risk Analyst (NYC or Miami)
Core
Conduct research into risk and portfolio strategy topics (sources of return, factor exposures, market stressors) to improve systematic strategy performance and prevent drawdowns.
Role type
Analyst, systematic portfolio strategy and risk
Builds
Infrastructure to systematically identify risk/alpha insights; ad-hoc analyses of strategy performance
Domain
Quantitative finance / Systematic equities and macro
Deliverable
production ML models | dashboards & analysis
Required skills
Python, database management, mathematical modeling, statistical analysis, large dataset analysis
Preferred skills
Personal GitHub projects
Technologies
Python, databases
Responsibilities
Conduct research on risk and portfolio strategy topics; build infrastructure to identify insights; perform ad-hoc performance analyses; communicate findings to senior management; liaise with technology teams for operational issues and data integrity
Seniority
Junior, hands-on IC