Global Systematic Equity Risk Lead

Paragon Alpha - Hedge Fund Talent Business; New York (NY); On-site; USD 130,000 - 180,000; Full time

Job summary

Paragon Alpha - Hedge Fund Talent Business is looking for an experienced Risk Manager to join their Systematic trading group in New York. This role is crucial for overseeing risk management across various systematic strategies and working closely with portfolio managers to enhance analytics.

The ideal candidate will have a master's or PhD in a quantitative field and at least 10 years of relevant experience in quantitative finance. You will focus on developing tailored risk methodologies and engaging with business leaders to support strategic initiatives.

Qualifications

• 10+ years of experience in quantitative finance within a risk, portfolio management, or trading capacity.
• Solid understanding of equity-based quantitative strategies and statistical arbitrage.
• Familiarity with factor-based risk models and portfolio construction techniques.

Responsibilities

• Monitor and analyze systematic portfolios for daily and intraday risk.
• Build relationships with quantitative portfolio managers and stakeholders.
• Develop and enhance model development frameworks for risk management.

Skills

Quantitative Finance

Risk Assessment

Analytical Skills

Communication Skills

Education

Master’s or PhD in Mathematics, Physics, Computer Science, or Financial Engineering

Job description

Paragon Alpha - Hedge Fund Talent Business is looking for an experienced Risk Manager to join their Systematic trading group in New York. This role is crucial for overseeing risk management across various systematic strategies and working closely with portfolio managers to enhance analytics.

The ideal candidate will have a master's or PhD in a quantitative field and at least 10 years of relevant experience in quantitative finance. You will focus on developing tailored risk methodologies and engaging with business leaders to support strategic initiatives.