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

noreply@blogger.com (The Monitor) — Wed, 28 Oct 2009 03:14:00 +0000

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

Senior-level, Hands-on Quant Team Lead

noreply@blogger.com (The Monitor) — Wed, 28 Oct 2009 03:08:00 +0000

Multi-billion Dollar Hedge Fund with hugely successful track record is seeking a Senior-level, Hands-on Quant Team Lead candidate who has a strong quantitative background with previous experience in risk management and/or portfolio construction.
This Risk Quant Team Lead candidate will work within the Global Risk team interfacing with other Quant Research groups and Risk Managers from various business groups/asset classes. This person should have broad experience, including managing multiple projects, along with mentoring/managing a small team. Project experience would include: research and production. The ideal candidate will a strong quantitative background with a connection to risk management or portfolio construction. Candidates with a combination of risk/portfolio construction, statistical factor modeling (BARRA, BGI analytics), multi-factor modeling and pricing model (credit, interest rates) experience are ideal. The candidate will be responsible for creating or vetting valuation models, engaging with Risk Managers to assess strategies and working on multiple short and long term projects for the group.
The successful candidate will have a Ph.D. or Master's degree in a quantitative discipline (i.e. Statistics, Operations Research, etc) with at least 5-10 years experience as "desk quant," trader, risk manager or portfolio analyst. Experience with factor modeling, data mining, pricing models (all asset classes -- Equity Derivatives, Interest Rate Derivatives, etc), and implementation, preferably experience with C++, MATLAB, SAS or other modeling/statistical software. A detailed understanding of capital markets, trading and/or portfolio management processes, practical business applications and ability to articulate ideas and develop recommendations under uncertainty and regarding "grey areas", and ability to obtain data and information from disparate sources, along with approaching the projects with precision and the ability to execute efficiently.
This role is for a senior-level candidate with industry experience. Compensation range: $600-800K+
This is a high visibility position and the candidate will be highly compensated given experience and background!
Please contact us for more details at contact@risk-ai.com

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

Senior-level, Hands-on Quant Team Lead