Equity Long/Short Risk Strategist

Verition Fund Management LLC; New York (NY); On-site; USD 150,000 - 200,000; Full time

Job summary

Verition Fund Management LLC is seeking an Equity Long/Short Risk Analyst in New York to oversee portfolio risk and support risk reporting across the Equity Long/Short strategy. The role partners with portfolio managers to monitor exposures, run stress tests, and ensure adherence to risk limits.

Candidates should have 4–5 years of risk management experience in equities, buyside exposure preferred, and proficiency in Python and SQL.

Qualifications

• 4–5 years of relevant risk management experience in the financial sector with a focus on equity markets.
• Buyside experience preferred.
• Proficiency in Python and SQL; familiarity with AI tools.
• Familiarity with risk models and market conventions (e.g., Barra factor models).
• Strong communication skills, with the ability to build rapport with portfolio managers and articulate risk concepts clearly.

Responsibilities

• Strategy coverage: Equity Long/Short.
• Monitor portfolio exposures, run stress test scenarios, and track risk metrics.
• Support position and portfolio oversight — concentration, leverage, liquidity, correlation — alongside the Equity Long/Short Risk Manager.
• Build working relationships with portfolio managers on day-to-day risk questions.
• Produce regular and ad hoc risk reports for senior management, the investment committee, and other stakeholders.
• Support model validation and enhancement work in partnership with the Equity Portfolio Researcher and Central team.
• Help ensure adherence to risk limits and internal policies.

Skills

Python

SQL

AI tools

Risk management

Communication

Team collaboration

Job description

Verition Fund Management LLC is seeking an Equity Long/Short Risk Analyst in New York to oversee portfolio risk and support risk reporting across the Equity Long/Short strategy. The role partners with portfolio managers to monitor exposures, run stress tests, and ensure adherence to risk limits.

Candidates should have 4–5 years of risk management experience in equities, buyside exposure preferred, and proficiency in Python and SQL.