Permanent job based in New York, NY or Stamford, CT.

We are looking for a Quantitative Risk Analyst with very strong quantitative experience to join a top elite Private Equity firm to perform Risk & Quantitative Research.

The Quantitative Risk Analyst will:

• Analyze portfolios and strategies to identify the risk and performance drivers; expand the current risk infrastructure to facilitate efficient risk management as well as improve understanding of portfolio construction and investment behavior.
• Help design and improve stress testing, Value at Risk and various limit frameworks for portfolios of diverse products and strategies.
• Work with senior risk managers to engage with portfolio managers and research analysts on topics such as risk limit usage, portfolio construction, tail exposure, and forward-looking risk events; address ad hoc inquiries from senior management, PMs and risk managers.
• Partner with the technology team to convert prototypes into production and continuously enhance them if necessary; collaborate with macro strategists and valuation team to ensure the high quality of valuation and risk models.
• Conduct research to develop innovative risk management approaches, tools, and analytics that can be used by investment teams and risk managers, to achieve better comprehension of portfolio risk characteristics; comfortable in delivering those research findings to senior management.

Requirements:

• A degree (master’s strongly preferred) in quantitative finance, statistics, math, engineering, or computer science.
• 5+ years of work experience in a quantitative research, trading or risk management capacity related to global macro and fixed income; solid product knowledge and analytical rigor in terms of pricing models, risk sensitivities and the best practice for risk aggregation in a portfolio context.
• High level of proficiency in SQL and quantitative programming (Python, MATLAB, R);
• Experienced in dealing with large data sets.

Job Type: Full-time

Salary: $150,000.00 - $250,000.00 per year

Benefits:

• 401(k)
• Health insurance

Schedule:

• 8 hour shift

Education:

• Bachelor's (Required)

Experience:

• Quantitative research: 5 years (Required)
• trading or risk management capacity: 5 years (Required)
• product knowledge and analytical rigor in pricing models: 5 years (Required)
• SQL: 5 years (Required)
• quantitative programming (Python, MATLAB, R): 5 years (Required)

Work Location: One location

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