The Role
We are looking for a hands-on Quantitative Risk Analyst who can both design risk models and ship production-quality tools; such as:
scenario and stress-testing capabilities
factor based risk decomposition
Your work will directly inform position sizing, hedging and drawdown management across a multi-billion-dollar fixed-income and macro portfolio.
What you’ll do
Working with the Quant Research, Risk Management and Risk Technology teams you will:
Own the full lifecycle of risk analytics from specification to prototyping to production release
Manage our data processing and calculations pipelines by leveraging our available technology stack (AWS, Prefect…)
Drive technical conversations with our Risk Technology team on ingestion and cleanup of risk data
Build lightweight UIs (Dash or Excel/PyXll) so PMs and Risk Managers can consume your analytics with zero friction
Document and present model assumptions, limitations and validation result...