Quantitative Risk Management - Associate/Director
- Type Permanent
- Salary US$160000 - US$210000 per annum + Bonus
- Location Boston, Massachusetts
- Sectors Asset Management, Finance and Operations, Insurance
This Risk Management professional will operate in a highly visible role with a focus on building out the organization's risk profile and tolerances, overseeing portfolio construction, and contributing to the development of innovative risk management approaches. This professional will help to elevate the firm's risk culture and advocate for our broader risk framework, which forms an integral part of the investment process.
Please note: This position can be filled at the Associate or Director level, depending on experience. Salary range will vary depending on level hired.
- Overseeing and advancing our portfolio construction methodologies and architecture
- Enhancing our proprietary internal risk metrics, which form the foundation of our risk profile
- Relating market conditions, industry and regulatory developments to investment execution
- Monitoring global market developments and identifying major macro risks to our portfolio
- Collaborating with multiple investment teams across business and functional units
- Performing research and build quantitative models to assess risk and return of new investments
- Incorporating a pragmatic approach to enhance models aimed at portfolio construction, asset allocation, risk management and investment decision making
- Conducting ad hoc market research related to our portfolio or global markets
- A Graduate degree in Finance or Economics and 4-8 years of relevant work experience is required. An advanced degree in quantitative methods would be a plus.
- A strong quantitative background, including statistics, computational or numerical simulation methods, and econometrics
- Programming experience in dynamically-typed languages, including MATLAB, Python, etc. Knowledge of Git preferred
- Knowledge of various types of investments and their characteristics, including equities, fixed income investments, real estate/real assets and alternative investments
- Understanding of economic principles and trends, and their impact on the management of a large and varied investment portfolio
- Strong communication/interpersonal skills, and the ability to interact with a variety of investment and support professionals
- Familiarity with Bloomberg and other standard financial databases and tools
Sthree US is acting as an Employment Agency in relation to this vacancy.