Quant Risk Analyst — Portfolio Hedging & Modeling

Landing Point; New York (NY); On-site; USD 125,000 - 150,000; Full time

Benefits offered by this job

Bonus

Job summary

Landing Point is seeking a Risk Analyst for its Dockside Platforms unit in New York. The role focuses on risk monitoring, portal maintenance, and ad-hoc analyses to support clients and internal teams.

Candidates should have strong scripting experience (Python/Java), knowledge of VaR, familiarity with vendor risk models, and 1–2 years in quantitative risk. A Master’s in a quantitative field is preferred; compensation includes base salary plus bonus.

Qualifications

• Strong scripting experience in Groovy, Java or Python.
• Deep understanding of portfolio risk modeling (factor-based VaR).
• Familiarity with vendor risk models (Axioma, MSCI Barra, Aladdin).
• 1–2 years of experience in quantitative risk/research for investment management.

Responsibilities

• Sub-adviser daily risk limit monitoring per risk addendum.
• Ongoing Dockside risk portal maintenance and customization.
• Ad-hoc risk analysis per client requests.
• Timely problem solving and bug fixes in a fast-paced environment.
• Daily hedging portfolio management for risk mitigation.

Skills

Groovy

Java

Python

Education

M.Sc. in quantitative field

Tools

Axioma risk model

MSCI Barra

BlackRock Aladdin

Job description

Landing Point is seeking a Risk Analyst for its Dockside Platforms unit in New York. The role focuses on risk monitoring, portal maintenance, and ad-hoc analyses to support clients and internal teams.

Candidates should have strong scripting experience (Python/Java), knowledge of VaR, familiarity with vendor risk models, and 1–2 years in quantitative risk. A Master’s in a quantitative field is preferred; compensation includes base salary plus bonus.