Quantitative Risk Manager

Boothbay Fund Management, LLC is a multi-manager, multi-strategy firm with 100 alternative asset managers trading strategies across a spectrum of asset classes globally. Boothbay launched its flagship strategy in 2014 and currently has approximately $2BN under management. Boothbay has its primary office in NYC, and an additional office in Westchester County NY. The firm is operated with an entrepreneurial spirit and is continually seeking to improve and expand.

Role

We are looking for a talented individual with strong quantitative skills to join our Risk Management team. The role will focus on research and implementation of risk models to support risk management and the investment processes across a variety of strategies and asset classes. The successful candidate will work in the intersection of technology, investment, and risk to develop, deliver, and maintain vital modeling, pricing, and data infrastructure across our multi-strategy platform. They will be an active contributor in daily discussions with the risk and investment teams.

Responsibilities

Portfolio Analytics and Optimization

• Assist in research, innovation, design, and implementation

Risk and Performance Analytics

• Develop and maintain risk and performance attribution models
• Model various portfolio tail-risk measures
• Financial time series analysis
• Build and improve intraday risk compliance methodologies
• Derivative pricing and scenario analysis

Research

• Implement and verify applicability of new industry innovations/publications to our fund model

Daily Operations

• Extend the risk team’s reporting and analysis framework
• Review portfolio and strategy risk

Qualifications

• B.S. or M.S. in Computer Science, Electrical Engineering, Chemistry or other STEM field required with strong development skills in real-world quantitative finance
• A minimum of 2 years relevant professional experience in financial and quantitative environments
• Enthusiasm for applying advanced modeling and technology solutions
• Experience analyzing, manipulating, and modeling large data sets (e.g., Python pandas, R datatable)
• Adept coding skills in (Python and R preferred) as well as experience with relational databases (MySQL preferred). Experience with visualization packages a plus.
• Intellectual curiosity and excellent communication skills

Compensation

• Base Salary: $100,000.00 - $125,000.00 per year commensurate with experience
• Annual Bonus: commensurate with performance
• Benefits include Health insurance and 401(k)

Primary work location

• NYC

Our Firm

Boothbay is an institutional investment firm dedicated to seeking consistent, uncorrelated absolute returns in all market environments. Boothbay uses a combination of proprietary technology and experience to target traditional and non-traditional sources of alpha. Boothbay employs a range of investment strategies with broad industry, sector, style and geographic diversification. Capital is deployed based on strategy edge, diversification, volatility, background, correlations to the market, capital efficiency, and other considerations.

Send resumes to: Recruiting@bbaymgmt.com