Risk Analyst

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

Company Overview

A multi-strategy investment firm with over $17 billion in assets under management is seeking a Risk Analyst for its Dockside Platforms unit. The firm focuses on Volatility, Fundamental Equities, and Quant strategies, leveraging sophisticated infrastructure and technology to support its operations.

Job Responsibilities

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

Qualifications

• Strong experience in any scripting language, ideally Groovy, Java, or Python
• Deep understanding of portfolio risk modeling, such as factor-based analytical VaR, across asset classes
• Familiarity with risk models from vendors, such as Axioma, MSCI Barra, and Blackrock Aladdin
• 1-2 years of experience in quantitative risk and research for investment management
• M.Sc. in mathematical finance, mathematics, physics, economics, computer science, engineering, or similar quantitative area

Compensation

Salary: $125,000 – $150,000, Plus Bonus