- Key Responsibilities
- Calculate, monitor, and report portfolio risk metrics, including Value at Risk (VaR) and related measures.
- Establish and monitor daily position limits, gross and net exposure limits, and other risk controls.
- Monitor industry, sector, and factor exposures to ensure alignment with portfolio guidelines.
- Conduct intraday and end-of-day risk analysis for systematic equity portfolios with elevated turnover.
- Identify and escalate potential risk issues, including concentration risk, factor exposure breaches, and correlation changes.
- Prepare regular risk reports and dashboards for internal stakeholders.
- Perform stress testing and scenario analysis to assess portfolio behavior underadverse market conditions.
- Collaborate with portfolio managers, traders, and quantitative teams to support risk oversight and portfolio transparency.
- Assist in the ongoing development and enhancement of risk management processes and tools.
- Required Qualifications
- Bachelor’s or Master’s degree in Finance, Economics, Mathematics, Statistics, Engineering, Financial Engineering, Data science, or a related field.
- 2–5 years of professional experience in equity risk management, preferably supporting systematic or quantitative investment strategies.
- Working knowledge of equity long/short portfolios and statistical arbitrage strategies.
- Experience calculating and analyzing VaR and other quantitative risk measures.
- Understanding of equity factor models and exposure analysis.
- Familiarity with intraday or high-turnover trading strategies.
- Strong analytical skills with a foundation in statistics and quantitative methods.
- Experience working with large financial datasets.
- Experience performing stress testing under extreme adverse market conditions.
- Preferred Qualifications
- Knowledge of machine learning techniques applied to investment or risk analysis.
- Familiarity with common statistical arbitrage methodologies.
- Programming experience in Python or similar languages.
- Experience developing or maintaining risk monitoring and reporting systems.
- Understanding of liquidity risk, transaction costs, and market impact.
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What We Offer
- Opportunities for professional growth and career development within a growing company environment.
- Support for professional development, including mentorship, continuous learning, and assistance with relevant professional certifications
- Competitive compensation packages
- 401(k) with company match, and comprehensive health, dental, and vision benefits