Market Risk VP - Quantitative Risk & Analytics Leader

AQR Capital Management; Greenwich (CT); On-site; USD 200,000 - 225,000; Full time

Benefits offered by this job

Paid time off

Medical/dental/vision insurance

401(k)

Other benefits

Job summary

AQR Capital Management, a leading global investment firm, seeks an exceptionally talented Market Risk Vice President to support all daily market risk activities. You will monitor portfolios, run systematic risk controls, investigate risk issues with PMs, and contribute to risk methodologies development.

The role involves working across asset classes, building relationships, and delivering actionable risk insights. A strong quantitative background and Python experience are essential.

Qualifications

• Bachelor’s or Master’s degree in a financial or quantitative field.
• Experience across equities, rates, credit, FX and commodities.
• Strong analytical, problem-solving and critical thinking skills.
• 5+ years in an investment management firm or an investment bank.
• Knowledge of risk metrics such as VaR, beta, volatility, option Greeks.
• Experience using Python for statistical modelling and research.

Responsibilities

• Bring a common sense and practical approach to market risk issues across strategies and products.
• Monitor investment and market risk across portfolios and asset classes.
• Support daily risk review processes including limits monitoring and escalation.
• Review and record all risk determinations and document the review process.
• Conduct quantitative research to develop and improve risk methodologies.
• Organize and streamline internal risk reports and support risk reporting needs.

Skills

Python

Analytical thinking

Communication

Problem solving

Statistical modelling

Education

Bachelor’s or Master’s degree in a financial or quantitative field

Job description

AQR Capital Management, a leading global investment firm, seeks an exceptionally talented Market Risk Vice President to support all daily market risk activities. You will monitor portfolios, run systematic risk controls, investigate risk issues with PMs, and contribute to risk methodologies development.

The role involves working across asset classes, building relationships, and delivering actionable risk insights. A strong quantitative background and Python experience are essential.