Senior Quantitative Research Analyst - Global Equities Group for Premier Hedge Fund

Candidate will assist the Head of Risk Management with both specific and systematic risks across equity long/ short portfolios.
· Conduct research in equity transaction cost efficiency and portfolio optimization.
· Construct and apply multi-factor risk models to improve portfolio construction and alpha generation.
· Communicate reporting output from risk models to fundamental analysts and sector heads.
· Provide commercial and actionable suggestions that i) optimize alpha potential of the portfolio and ii) address
any specific risk exposures.
· Participate in the development and implementation of technology solutions to monitor risk and construct more
efficient portfolios.
· Construct systematic multi-factor hedges for a large global equity portfolio.
· Research the risk and portfolio construction questions of the fundamental analysts, often impacting large trading
decisions.

Successful candidates will have the following experience:
· Well-developed mathematical, econometric, and financial knowledge.
· Solid understanding of the theory and applications of multi-factor models
· Recommended skills in Excel/VBA/Matlab/SQL/C++.
· Practical experience with risk modeling in a long/short equity context
· Relevant experience in risk management and trading environment either in an investment bank or hedge fund
· Well developed written and oral communication skills. The analyst must communicate quantitative concepts to
fundamental equity analysts and portfolio managers in brief and unambiguous language that is not overly
academic or pedantic.

**Location can be in their SF, Chicago or NY office; however, this is a high visibility position and the profile of this candidate MUST be senior level.
Please contact us for more details at contact@risk-ai.com