Quantitative Risk & Portfolio Analytics Specialist

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

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.