Quant Risk Analyst
Core
Develop analytics for risk, performance, and process attribution of portfolio managers on a global discretionary long/short equity platform, with a focus on Asia markets.
Role type
Senior quantitative risk analyst (equity)
Builds
Proprietary analytical models and applications for risk oversight and portfolio construction
Domain
Global finance, equity markets, quantitative risk
Deliverable
production ML models
Required skills
quantitative trading or risk experience, mathematical and statistical modeling, matrix algebra, linear analysis, procedural programming (Python/R), large dataset analysis, creative problem solving
Preferred skills
building and maintaining equity factor models
Technologies
Python, R
Responsibilities
Conduct investment research on manager skill, portfolio optimization, and hedging strategies; liaise with technology teams to resolve production issues and ensure data integrity; investigate and integrate new datasets for proprietary models; support daily operational needs of the risk team.
Seniority
Senior, hands-on IC
