Quantitative Risk Analyst

About Teza

Teza is a systematic quantitative hedge fund. Every day we translate complex mathematical concepts into financial strategies trading on the world’s largest markets with synergy between people and technology.

There’s nothing more important to us than collaborative research, uniting the brightest minds on the planet. With offices in six time zones, we never skip a beat – trading 24/7, with holding periods from milliseconds to months

About the role
As a member of the Investment Risk Management team, a Quantitative Risk Analyst supports market and liquidity risk analytics, performance and risk attribution reporting, and portfolio construction.  You will report directly to the CRO as well as work with the PMs, Quant Researchers, Developers and Back / Middle Office teams across the company. 
You will be expected to demonstrate thought leadership and implementation ownership across a wide range of risk and portfolio construction topics.

• Design, build and maintain robust, scalable and automated processes, reports and interactive tools for portfolio risk management, performance attribution, portfolio construction and liquidity management, with a strong focus on quantitative and statistical methods
• Prepare, analyze and present regular reports for the CRO, Risk Committee, Portfolio Managers, Operations and Investors
• Assist the CRO with ad hoc risk-related questions and analysis.

• Masters or PhD in Finance, Math or Computer Science or closely related (quantitative) subject, or equivalent Bachelor’s degree with 3-5 years of relevant work experience.
• Foundational knowledge of investment strategies (i.e. discretionary, systematic, signal-based), asset classes (i.e. commodities, bonds, equities, FX), instruments (i.e. cash, futures, forwards, exchange-listed, OTC etc)
• Mathematical understanding of financial risk management techniques (i.e. value-at-risk, standard deviation, correlation, marginal risk, probability, stress testing) in order to apply these techniques creatively and in novel ways, while also appreciating the limitations of such techniques in a skewed and kurtosis world
• Keen eyed for details
• Collaborative approach
• Proficient both in written and verbal communication

• Dedicated to ongoing self-improvement

• Amazing work environment, and ability to grow professionally
• Opportunity to learn from the seasoned industry professionals, spanning from hands-on management to C-Level executives
• Working in open-door collaborative culture
• Gain insights into industry knowledge that isn't found in books or articles

• Flexible sick-time policy