LanceSoft IncNew York
The Opportunity:
The Capital & Investment Risk Management (C&IR) team within Enterprise Risk Management (ERM) is looking for a Quantitative Risk Analyst to support business initiatives in a highly collaborative environment.
As a quantitative risk...
AECOMNew York
Job Description
AECOM’s Risk Consultancy is seeking a highly motivated Risk Management Analyst based out of the New York, NY office to implement project and program risk management processes and execute quantitative risk assessments.
AECOM builds...
Open Systems TechnologiesNew York
A financial firm is looking for a Quantitative Researcher to join their team in New York, NY.
Compensation: $200-250k
Qualifications:
Required
10+ years preferred, as a quant, strategist, or quantitative risk officer, at leading hedge funds...
Verdant Infotech SolutionsCopper Canyon
for a consultant to join the Quantitative Risk Management group (QRM), which is responsible for quantitative model development and performance assessment including model performance monitoring (MPM) and backtesting (BT).
The consultant will support the backtest...
ACG ResourcesNew York
Monitor and assess the bank's loan portfolio, ensuring compliance with credit policies and regulations. Administer credit processes, including documentation, compliance, and reporting. Minimum 5 years’ experience in credit administration and loan monitoring within a banking environment.
Profici...
ACG ResourcesNew York
Monitor and assess the bank's loan portfolio, ensuring compliance with credit policies and regulations. Administer credit processes, including documentation, compliance, and reporting. Minimum 5 years’ experience in credit administration and loan monitoring within a banking environment.
Profici...
ACG ResourcesNew York
Data Governance Analyst will lead Data Governance, Data Quality and Data Lineage function and will provide support to core data analysis across organization. Data Governance Analyst reports to Chief Data and Analytics Officer. Document data processes, data lineage, and metadata to ensure transparenc...
Northrop GrummanColorado Springs
explaining how to utilize mission systems to accomplish task-based objectives
Performing quantitative risk analysis
Develops RPO Tactics, Techniques and Procedures to support the
Performs Space Domain Awareness (SDA) planning and analysis
Providing 24x7on...
Get new jobs by email!
Get email updates for the latest Quantitative Risk jobs
It's free, and you can cancel email updates at any time
Portfolio and Risk Analytics Associate
Social Capital Resources LLC | New York | www.resume-library.com |
Top-Tier Investment Management firm is looking for a Senior Risk Analytics Associate for a permanent position!
Responsibilities:
Responsible for the monitoring and analysis of a variety of quantitative risk metrics related to the composition, exposures, performance, and liquidity of funds.
Understand the Firm's portfolio objectives, investment processes, the industry landscape and market events and trends, and leverage technology to apply quantitative financial knowledge to effectively support the efforts of the Risk Analytics Team.
Assist with the production of timely and accurate risk and portfolio analysis reports and be able to present the results clearly and eloquently.
Maintain recurring performance and risk reports, implement enhancements, and develop new reports and tools to enable Investment Team.
Apply factor models and other quantitative tools to support P&RA's risk projects and research with quantitative analyses.
Assist with data validation of internal and external reports by engaging with team members and cross-functional departments.
Update and provide fundamental/quantitative data analyses and charts for marketing materials.
Responsible for periodic update of macroeconomic and valuation reports and maintain relevant databases.
Produce periodic liquidity risk management reports to be used by Liquidity Risk Management Committee.
Perform ad hoc portfolio liquidity analyses and stress tests under different scenarios.
Serve as the main point of contact for third party liquidity vendor.
Qualifications:
Bachelor's degree in mathematics, economics, finance, statistics, or a related quantitative field.
Master's degree in economics or finance and/or CFA/FRM charter holders preferred.
Experience with risk factor models and liquidity risk models preferred.
2+ years of relevant experience in risk management, quantitative analysis, or financial modeling, preferably in the investment management industry.
Experience with FactSet PA and/or Bloomberg.
Strong programming skills and experience with Python, VBA, SQL, R.
This position is paying $90,000-$115,000 as a base salary, plus bonus.
Responsibilities:
Responsible for the monitoring and analysis of a variety of quantitative risk metrics related to the composition, exposures, performance, and liquidity of funds.
Understand the Firm's portfolio objectives, investment processes, the industry landscape and market events and trends, and leverage technology to apply quantitative financial knowledge to effectively support the efforts of the Risk Analytics Team.
Assist with the production of timely and accurate risk and portfolio analysis reports and be able to present the results clearly and eloquently.
Maintain recurring performance and risk reports, implement enhancements, and develop new reports and tools to enable Investment Team.
Apply factor models and other quantitative tools to support P&RA's risk projects and research with quantitative analyses.
Assist with data validation of internal and external reports by engaging with team members and cross-functional departments.
Update and provide fundamental/quantitative data analyses and charts for marketing materials.
Responsible for periodic update of macroeconomic and valuation reports and maintain relevant databases.
Produce periodic liquidity risk management reports to be used by Liquidity Risk Management Committee.
Perform ad hoc portfolio liquidity analyses and stress tests under different scenarios.
Serve as the main point of contact for third party liquidity vendor.
Qualifications:
Bachelor's degree in mathematics, economics, finance, statistics, or a related quantitative field.
Master's degree in economics or finance and/or CFA/FRM charter holders preferred.
Experience with risk factor models and liquidity risk models preferred.
2+ years of relevant experience in risk management, quantitative analysis, or financial modeling, preferably in the investment management industry.
Experience with FactSet PA and/or Bloomberg.
Strong programming skills and experience with Python, VBA, SQL, R.
This position is paying $90,000-$115,000 as a base salary, plus bonus.
Best jobs you don't want to miss: