Job Title: Quantitative Analyst/Quant Dev-Risk
Location: New York, NY
Team: Risk / Quantitative Research
Role Overview
We are seeking a highly skilled Quantitative Analyst/Quant Dev with focus on Risk Management to join our New York–based hedge fund. The firm operates anon-pod, centralized investment platform with significant assets under management and a collaborative investment culture.
This role is critical to the development and enhancement of quantitative risk frameworks across multi-asset portfolios and works closely with senior Portfolio Managers, Trading, and Research teams.
The successful candidate will help drive firm-wide risk transparency and provide actionable insights that inform trading, portfolio construction, and capital allocation decisions.
Key Responsibilities
•
• Develop, implement, and maintain quantitative models to measure and monitor market, credit, liquidity, and tail risks across portfolios
• Design and maintain risk metrics including VaR, CVaR, stress testing, scenario analysis, drawdown analysis, and factor-based risk attribution
• Analyze portfolio exposures across equities, fixed income, and derivatives, with a cross-asset perspective
• Partner closely with Portfolio Managers and Trading teams to provide real-time and forward-looking risk insights
• Build and enhance tools and dashboards for risk monitoring, reporting, and escalation
• Conduct ad hoc analyses related to portfolio construction, leverage, concentration, correlation dynamics, and hedging effectiveness
• Validate and backtest risk models; assess assumptions, limitations, and performance under stressed market conditions
• Support firm-wide risk governance, including risk limits, controls, and documentation
• Stay current on market structure, quantitative risk methodologies, and evolving risk best practices
Required Qualifications
•
• Advanced degree (Master’s or PhD) in Mathematics, Statistics, Physics, Engineering, Computer Science, or a related quantitative field
• 3–10 years of experience in buyside quantitative risk management
• Strong understanding of financial markets and portfolio theory
• Proficiency in Python
• Experience with statistical modeling, time series analysis, and numerical methods
• Ability to work with large datasets and develop production-quality analytics
• Strong communication skills with the ability to explain complex quantitative concepts to investment professionals
Preferred Qualifications
•
• Strong knowledge of cross-asset derivatives (equity, rates, FX, credit, or commodity derivatives) significant plus
• Experience supporting discretionary or systematic hedge fund strategies in a non-pod environment
• Familiarity with factor models and risk decomposition across asset classes
• Experience with real-time risk systems
• Prior involvement with institutional or firm-wide risk frameworks
What We Offer
•
• Competitive compensation including base salary and performance-based bonus
• Opportunity to work at a sizable hedge fund with a centralized investment platform
• Direct impact on portfolio and risk decisions at the firm level
• Collaborative, high-performance culture
• Access to senior investment professionals and cutting-edge quantitative research
• Comprehensive benefits package
