We are representing a leading global multi-strat ($25b + AUM), seeking a senior quant analyst to join their risk and research team.
The Quantitative Analyst role encompasses:
• Analyzing portfolios and strategies to pinpoint risk and performance drivers, extending the current risk infrastructure to enhance risk management efficiency, and fostering a deeper understanding of portfolio construction and investment behavior.
• Collaborating with senior risk managers to engage with portfolio managers and research analysts on various aspects, including risk limit utilization, portfolio construction, tail exposure, and anticipation of future risk events.
• Contributing to the design and enhancement of stress testing, Value at Risk, and diverse limit frameworks for portfolios spanning different products and strategies.
• Conducting research to devise innovative risk management approaches, tools, and analytics, delivering these findings to senior management, and ensuring their practical applicability by partnering with the technology team for conversion into production.
• Collaborating with macro strats and valuation teams to maintain high-quality valuation and risk models.
Qualifications for this role include:
• Possession of a degree (master’s strongly preferred) in quantitative finance, statistics, math, engineering, or computer science.
• Over 5 years of professional experience in a quantitative research, trading, or risk management capacity related to energy products, with specific expertise in US and European power & gas products, demonstrating strong analytical rigor in pricing models, risk sensitivities, and portfolio risk aggregation best practices. • Proficiency in SQL and quantitative programming (Python, MATLAB, R), including experience handling large datasets.
• Strong communication skills with previous experience interacting effectively with portfolio managers.
• Proven ability to manage multiple tasks independently in a fast-paced environment, coupled with a proactive approach to seeking new ideas and solutions.
• Robust work ethics characterized by reliability, accountability, and attention to detail.
• Collaborative spirit, able to work cooperatively with colleagues at all levels, and a commitment to the highest ethical standards and professionalism.