Quantitative Risk Analyst – Portfolio Stress & Metrics

Merit Personnel & Consulting; New York (NY); On-site; USD 70,000 - 90,000; Full time

Job summary

A prominent asset management firm based in New York is seeking a professional to join its team. The role involves participating in risk and investment meetings, generating risk and exposure reports, and developing analytical tools for portfolios. Candidates should have 2-3 years of experience, strong Excel skills, and a BS/BA in finance or a related field. CFA level 1 is preferred. This position offers an opportunity to work in a dynamic environment with a focus on portfolio risk management.

Qualifications

• 2-3 years of related industry experience.
• Familiarity with performance metrics and risk management tools.
• Proven self-motivated ability.

Responsibilities

• Participate in Risk and Investment meetings.
• Generate risk and exposure reports.
• Develop analytical tools for portfolios.
• Monitor portfolio risk with CRO.
• Conduct stress testing and sensitivity analysis.
• Manage analyst recommendations and targets.

Skills

performance attribution/contribution

Value at Risk

Option/Convertible Greeks

strong Excel skills

quantitative modeling

self-starter

ability to manage multiple tasks

Education

BS/BA in finance or quantitative subjects

CFA level 1 preferred

Job description

A prominent asset management firm based in New York is seeking a professional to join its team. The role involves participating in risk and investment meetings, generating risk and exposure reports, and developing analytical tools for portfolios. Candidates should have 2-3 years of experience, strong Excel skills, and a BS/BA in finance or a related field. CFA level 1 is preferred. This position offers an opportunity to work in a dynamic environment with a focus on portfolio risk management.