Quantitative Risk Analyst

TBG | The Bachrach Group; New York (NY); On-site; USD 120,000 - 180,000; Full time

Job summary

The Bachrach Group is seeking an experienced Quantitative Risk Analyst for our NYC office. The role sits at the intersection of quantitative finance, technology, and risk management to support trading strategies and risk measurement.

Responsibilities include analyzing market risk, improving valuation models, and extending pricing/ scenario analysis, while collaborating with investment and operations teams. A BS/MS in a quantitative field and 2+ years of related experience are required.

Qualifications

• BS or MS in a quantitative discipline such as Quantitative Finance, Financial Economics, Computer Science, or STEM field; 2+ years of relevant experience.
• 2+ years of strong experience with quantitative portfolio analytics and optimization, portfolio data.
• Strong Python development skills, database experience (preferably MySQL), Git proficiency, and data visualization capabilities are required.

Responsibilities

• Analyze market risk and support valuation and pricing model development.
• Enhance portfolio analytics and risk measurement systems.
• Conduct portfolio risk reviews, monitor risk limits, and extend scenario analysis capabilities.
• Collaborate with investment and operations teams and evaluate new technologies for risk management.

Skills

Portfolio analytics

Data visualization

Python development

Education

BS or MS in Quantitative discipline

Tools

Python

MySQL

Git

Job description

Leading NYC multi-manager, multi-strategy alternative investment firm with more than 100 portfolio managers across global asset classes, is looking for an experienced Quantitative Risk Analyst to join the team.

Quantitative Risk Analyst sits at the intersection of quantitative finance, technology, investment research, and risk management, supporting a broad range of trading strategies and investment products. Covering portfolio analytics and optimization, portfolio data.

The successful candidate will analyze market risk, develop and maintain valuation and pricing models, enhance portfolio analytics, and improve risk measurement systems.

Responsibilities include conducting portfolio risk reviews, monitoring performance and risk limit breaches, extending derivative pricing and scenario analysis capabilities, and collaborating closely with investment and operations teams. The analyst will also evaluate new technologies and industry innovations to strengthen the firm’s risk management framework.

Required:

• Candidates should possess a BS or MS in a quantitative discipline such as Quantitative Finance, Financial Economics, Computer Science, or another STEM field, along with at least two years of relevant experience.
• 2+ years of strong experience with quantitative portfolio analytics and optimization, portfolio data
• Strong Python development skills, database experience (preferably MySQL), Git proficiency, and data visualization capabilities are required.