Quantitative Strategist (Analyst)

Responsibilities:

• Utilize quantitative methods to maintain and make infrastructure optimizations to the organization's client platforms
• Engage in portfolio management hedging activity for risk mitigation.
• Maintain and enhance the risk management portal for the firm.
• Advise the business on risk limit monitoring on a daily basis.
• Engage on client requests regarding risk management queries.

Requirements:

• Deep quantitative knowledge with experience in maintaining & improving risk infrastructure platforms.
• Strong knowledge and 2-4 years experience with equity risk modeling and risk management frameworks such as analytical VaR.
• Proficiency in any scripting language, ideally Python.
• Experience working with vendor risk models (Blackrock Aladdin/Axioma/ MSCI Barra etc.).