You are viewing a preview of this job. Log in or register to view more details about this job.
Email
The Firm:
The firm is a $11 billion institutional asset manager based in midtown New York with an office in London. We have a high-quality, global reputation and a 20+ year track record of strong performance focused on credit and convertible securities. The firm employs approximately 60 people and is managed with a strong, performance-driven, entrepreneurial culture.
 
Job Description:
·        Participate in Risk and Investment meeting with PM’s and Research Analysts
·        Prepare periodic return analysis
·        Generate daily and weekly risk, exposure, and red-flag reports
·        Develop analytical tools for long-only and hedge fund portfolios
·        Work with CRO to monitor portfolio risk relative to guidelines
·        Conduct stress testing and sensitivity analysis
·        Manage analyst recommendation and target price metrics
 Qualifications:
·        2-3 years related industry experience
·        Familiar with performance attribution/contribution, Value at Risk, Option/Convertible “Greeks”
·        Strong Excel skills and quantitative modeling
·        Tableau experience preferred
·        Self-starter and self-motivated
·        Ability to manage multiple tasks
·        BS/BA required in finance or other quantitative subjects
·        CFA level 1 preferred, or certification in a risk association (i.e. GARP, PRMIA, etc.)