Cross-Asset Quant Risk Analyst (Python)

OCR Alpha; New York (NY); On-site; USD 120,000 - 180,000; Full time

Job summary

OCR Alpha in New York seeks a Quantitative Risk Analyst to join a leading hedge fund's team. This highly visible role exposes you to multi-asset portfolios across equities, commodities, rates, credit, and FX, working with diverse investment strategies and PMs.

You will perform daily portfolio risk monitoring, factor-based VaR, stress tests and exposure analysis, and contribute to portfolio optimisation, hedging, and the enhancement of risk analytics infrastructure.

Qualifications

• 1-5 years experience in quantitative risk, portfolio risk or a risk analytics seat.
• Solid understanding of factor risk models, VaR and cross-asset portfolio risk.
• Experience with Axioma, MSCI Barra or BlackRock Aladdin is highly desirable.
• Strong proficiency in Python.

Responsibilities

• You'll be involved in daily portfolio risk monitoring, factor-based VaR, stress and exposure analysis.
• Portfolio optimisation and hedging.
• Help develop and enhance the firm's risk analytics and infrastructure.

Skills

Python

Factor risk models

VaR

Cross-asset risk

Risk analytics

Tools

Axioma

MSCI Barra

BlackRock Aladdin

Job description

OCR Alpha in New York seeks a Quantitative Risk Analyst to join a leading hedge fund's team. This highly visible role exposes you to multi-asset portfolios across equities, commodities, rates, credit, and FX, working with diverse investment strategies and PMs.

You will perform daily portfolio risk monitoring, factor-based VaR, stress tests and exposure analysis, and contribute to portfolio optimisation, hedging, and the enhancement of risk analytics infrastructure.