Our client is an established Global Macro Hedge Fund with a more than 20-year track-record of strong returns. As a quantitative systematic portfolio manager, you will be provided an allocation scaled in proportion to your strategy. Verification of vaccination is requested.
Job Function:
- As part of the hiring process, you will run your strategy in accordance to the agreed upon risk & volatility framework. You will have access to the Fund's infrastructure and world-class teams across research, data, technology, operations, risk and finance to help you maximize your performance & outputs.
Job Requirements:
- Bachelor's Degree from a top University preferably in STEM or High Science degree
- Top performing systematic Futures PM with 10+ years of experience
- Experience running >$100 Million USD
- 3+ successive & current years w P&L >$20Mil
- Sharpe 2+
- Portable IP
- US Work Authorization
A top rated $20Bil AUM Multi-Strategy Hedge Fund located in New York is seeking a Senior Quantitative Risk Manager to work within a larger Equities team. This is a critical role that helps protect the Fund by identifying their exposure and ensure that the Fund's risk-taking is predictable & is taken with deliberate action!
Job Function:
- Ensure that risk-taking at the individual portfolio level and at the firm level is efficient and deliberate, by setting appropriate risk guidelines and limits. This task requires having a deep insight on correlations across various market factors as well as understanding concentration and liquidity risk across all asset classes.
- Ensure that risk-taking at the individual portfolio level and at the firm level is efficient and deliberate, by setting appropriate risk guidelines and limits. This task requires having a deep insight on correlations across various market factors as well as understanding concentration and liquidity risk across all asset classes.
- Set & maintain capital allocation guidelines to boost risk-adjusted returns and P&L across lines of business and the Fund as a whole.
- Actively manage the firm’s risk exposures
- Lead Equities risk reporting at weekly Risk Committee meetings.
- Lead in the development of new & enhanced risk management approaches—creating new tools and refining existing tools & technology, leverage the Fund’s collective knowledge & advanced analytics is to enhance the Fund’s risk-adjusted return.
- Develop a sixth-sense for what affects the Fund’s performance—developing highly intuitive risk frameworks and deepening the overall knowledge & understanding of the Fund & team within.
- Manage & mentor quant analysts on the team.
- Set & maintain capital allocation guidelines to boost risk-adjusted returns and P&L across lines of business and the Fund as a whole.
- Actively manage the firm’s risk exposures
- Lead Equities risk reporting at weekly Risk Committee meetings.
- Lead in the development of new & enhanced risk management approaches—creating new tools and refining existing tools & technology, leverage the Fund’s collective knowledge & advanced analytics is to enhance the Fund’s risk-adjusted return.
- Develop a sixth-sense for what affects the Fund’s performance—developing highly intuitive risk frameworks and deepening the overall knowledge & understanding of the Fund & team within.
- Manage & mentor quant analysts on the team.
Job Requirements:
- 3 - 5+ Years Quantitative Equity Risk Management
- Strong modeling skills
- Expertise in Python & Tableau
- STEM degree from top university
- US Work Authorization
- Proof of vaccine an imperative
Disclosure: The hourly rates and/or salaries listed may or may not reflect total compensation packages including bonus and fringe benefits, etc., nor are the advertisement(s) posted a guarantee of a certain compensation package for a position or bona fide offer of employment. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, or protected veteran status and will not be discriminated against on the basis of disability.
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