Quantitative Analyst

The Quantitative Analyst will work in collaboration with analysts, traders and portfolio managers in a fast-paced environment. They will be a significant contributor to internal risk systems and portfolio monitoring tools by supporting the investment teams. The Quantitative Analyst will present analysis to the investment team in a clear and concise manner.  The ideal candidate should have a strong passion for quantitative research and insight generation. 

Job Functions

• Develop and maintain analytical solutions to scrutinize large data sets
• Manage and improve the fund’s infrastructure, including tools for portfolio and risk management, counterparty exposures and market analysis
• Conduct surveillance of investment positions and track evolving risk factors
• Support portfolio managers by carrying out top-down and bottom-up research across multiple investment markets

• Advanced degree in a quantitative discipline preferred
• Up to 3 years of direct experience in financial modeling with significant exposures in fixed income
• Excellent analytical skills and empirical research experience
• Strong programming skills in Python, R, MatLab or VBA; knowledge about C++/C# is a plus
• Experience working with large datasets/databases
• Solid understanding of risk management, [sensitivities (greeks), VaR, and stress-testing/scenario analysis]
• Strong research skills, including ability to problem solve creatively
• Ability to prioritize time and tasks effectively and meet deadlines
• Ability to present analysis clearly and effectively

Base Salary Range

The estimated base salary range for this position is $85,000 – $105,000. In addition to base salary, this position is eligible for an annual discretionary bonus, plus a comprehensive benefits package.