Quantitative Developer

Vallum Associates; New York (NY); On-site; USD 175,000 - 250,000; Full time

Job summary

Join a forward-thinking company as a Senior Systematic Risk Manager, where you'll leverage your extensive experience in quantitative finance to conduct in-depth analyses and refine risk management processes. This role involves collaborating with systematic portfolio managers globally and contributing to the development of large-scale trading analytics. You'll play a pivotal role in advising on risk-reward assessments and enhancing BAM's risk analytics. If you're passionate about financial markets and thrive in a dynamic environment, this opportunity is perfect for you.

Qualifications

• 10+ years in quantitative finance, with roles in major banks or hedge funds.
• Strong programming skills in Python and SQL are essential.

Responsibilities

• Conduct daily and intraday analysis on Systematic portfolios.
• Develop methodologies for risk managing Systematic portfolios.

Skills

Python

SQL

Quantitative Analysis

Statistical Arbitrage

Communication Skills

Attention to Detail

Education

Masters or Doctorate in Quantitative Discipline

Tools

KDB/q

Bash Scripting

Linux Workflow

Job description

The Senior Systematic Risk Manager will report to Co-heads of Systematic and Event Risk and be responsible for the following:

• Conduct daily and intraday analysis on a variety of Systematic portfolios.

• Review process, architecture, simulation and backtest methodologies for Systematic portfolios.

• Refine the process of manager selection and performance assessment, with a keen focus on macro/thematic drivers and crowding analysis

• Develop methodologies and metrics for risk managing Systematic portfolios; build tools to monitor these and share with PMs.

• Contribute to BAM’s risk analytics, processes and reporting both within the Systematic business and elsewhere.

• Build relationships with systematic PMs both in US and globally.

• Contribute to the development of large-scale intraday trading analytics

• Provide input and participate in weekly Global Risk committee discussions; make recommendations to Investment Committee where appropriate. Advise on whether BAM is

being sufficiently rewarded for the risks it takes.

Requirements:

• 10+years of relevant experience in a quantitative finance field, with roles such as a quant researcher / quant developer / quant trader in a major bank or hedge fund

• Strong academic background with an advanced degree (Masters or Doctorate) in a quantitative discipline such as Math, Physics, Computer Science, Financial Engineering

• Strong programming skills in Python and SQL

• Well-versed in equity systematic strategies and statistical arbitrage

• Experience with and knowledge of equity factor models

• Strong communication skills. The role involves constant dialogue with all parts of the organization

• Rigorous research and analytical skills. Creative, motivated, hard-working, and strong all-around interest in financial markets. Practical approach to problem solving.

• Attention to detail – takes ownership of projects, strong focus on data quality, correctness, and intuitiveness of output.

Nice to have:

• Knowledge of execution algorithms

• Knowledge of market microstructure

• Knowledge of transaction cost modelling

• Knowledge of systematic macro strategies

• Familiar with KDB/q, bash scripting, linux workflow. High performance computing

• Applied machine learning / generative AI experience

• Convex optimization (single and multi-period)

• Predictive modeling / alpha signal generation

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Business Development and Information Technology

• Industries

  Financial Services, Investment Banking, and Banking

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