Quantitative Market Risk Analyst

Our client is seeking a Quantitative Market Risk Analyst to join its esteemed Risk Management team in New York, NY. This position presents an unparalleled opportunity for you to apply your quantitative expertise at the confluence of technology, investment, and risk. You will assume a vital role in the development, delivery, and maintenance of sophisticated modelling, pricing, and data infrastructure that underpins the firm’s risk management and investment processes.

Key Responsibilities:
In the capacity of Quantitative Market Risk Analyst, you will be immersed in an intellectually stimulating environment where your analytical prowess will be instrumental in shaping the firm’s approach to market risk. Your responsibilities will encompass close cooperation with both risk management and investment teams as you develop sophisticated models that drive portfolio analytics, optimize performance attribution, and reinforce compliance methodologies. You will undertake detailed financial time series analyses, implement innovative modelling techniques inspired by recent industry research, and enhance the team’s reporting capabilities. By proactively identifying potential risks through scenario analysis and tail-risk modelling, you will play a significant part in safeguarding the firm’s assets while supporting its broader growth objectives. Your ability to articulate complex findings with clarity will ensure that key stakeholders are consistently equipped with actionable insights.

• Collaborate with risk and investment professionals to analyze market risk exposures across a wide range of strategies and asset classes, thereby ensuring comprehensive risk oversight.
• Assist in the research, design, refinement, and implementation of new quantitative models aimed at enhancing portfolio analytics and optimization processes.
• Develop and maintain robust risk and performance attribution models that yield actionable insights into portfolio behavior.
• Model various portfolio tail-risk measures to anticipate potential adverse scenarios and inform prudent mitigation strategies.
• Conduct financial time series analysis to discern trends, correlations, and emerging risks within complex datasets.
• Build and refine intraday risk compliance methodologies to ensure strict adherence to internal guidelines as well as regulatory requirements.
• Perform derivative pricing exercises and scenario analyses to evaluate the impact of market movements on portfolio valuations.
• Research industry innovations alongside academic publications to assess their applicability to the fund’s existing models and frameworks.
• Extend the reporting and analysis framework utilized by the risk team in order to improve transparency and facilitate informed decision-making.
• Review portfolio- and strategy-level risks daily, providing timely feedback to relevant stakeholders.

Key Requirements:
To excel as a Quantitative Market Risk Analyst within this organization, you will bring demonstrable experience from financial or quantitative roles where you have applied advanced statistical methods to address practical challenges. Your academic background in STEM disciplines provides you with the technical foundation necessary for rigorous model development, while your practical expertise with programming languages such as Python or R allows you to efficiently manipulate substantial datasets. You flourish when working collaboratively—sharing insights openly with colleagues—and your intellectual curiosity motivates you to remain abreast of industry advancements. Your capacity to communicate intricate concepts ensures that your analyses are accessible both to technical specialists and non-technical stakeholders alike. A dedication to continuous learning further distinguishes you as someone who not only delivers exemplary work but also contributes positively to the collective culture.

• A Bachelor’s or Master’s degree in Quantitative Finance, Financial Economics, Computer Science or another STEM discipline is required, evidencing strong foundational knowledge in quantitative methods.
• A minimum of two years’ relevant professional experience within financial or quantitative environments is essential for success in this position.
• Demonstrated enthusiasm for applying advanced modelling techniques alongside technology-driven solutions within real-world finance settings is highly valued.
• Proven experience analyzing, manipulating, and modelling large datasets using tools such as Python pandas or R is necessary for effective performance.
• Proficiency in coding with Python and R is preferred; familiarity with relational databases such as MySQL is also important for managing data infrastructure.
• Experience with data visualization packages is considered advantageous as it enhances the communication of complex results.
• Intellectual curiosity combined with excellent written and verbal communication skills enables effective collaboration across teams.
• A collaborative mindset with a commitment to knowledge sharing ensures positive contributions within a communal work environment.
• Strong interpersonal skills foster productive relationships with colleagues from diverse backgrounds across investment functions.

What sets this company apart:

• This organization distinguishes itself through its steadfast commitment to cultivating an inclusive workplace where every individual’s perspective is respected.

What's next:
If interested in this position, please contact Michael Kelly at +1 332 205 3880 or Michael.Kelly@robertwalters.com