Quantitative Risk Analyst
OCR Alpha
OCR is partnered with a leading global Hedge Fund looking to add a Quantitative Risk Analyst to its New York team. This is a highly visible role offering exposure to complex, multi-asset portfolios across Equities, Commodities, Rates, Credit, and FX, working with a diverse range of investment strategies and portfolio managers. You'll be involved in daily portfolio risk monitoring, factor-based VaR, stress and exposure analysis, portfolio optimisation and hedging, while also helping develop and enhance the firm's risk analytics and infrastructure. Requirements: 1-5 years experience in quantitative risk, portfolio risk or a risk analytics seat Solid understanding of factor risk models, VaR and cross-asset portfolio risk Experience with Axioma, MSCI Barra or BlackRock Aladdin is highly desirable Strong proficiency in Python A great opportunity for someone early in their career to gain broad cross-asset exposure, take ownership of sophisticated risk analytics and work in a fast-paced environment. #J-18808-Ljbffr OCR Alpha
Vacancy posted 2 days ago
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