Job Description
We are looking for a hands‑on Quantitative Risk Analyst who can both design risk models and ship production‑quality tools; such as:
- scenario and stress‑testing capabilities
- factor based risk decomposition
Your work will directly inform position sizing, hedging and drawdown management across a multi‑billion‑dollar fixed‑income and macro portfolio.
What you’ll do
Working with the Quant Research, Risk Management and Risk Technology teams you will:
- Own the full lifecycle of risk analytics from specification to prototyping to production release
- Manage our data processing and calculations pipelines by leveraging our available technology stack (AWS, Prefect…)
- Drive technical conversations with our Risk Technology team on ingestion and cleanup of risk data
- Build lightweight UIs (Dash or Excel/PyXll) so PMs and Risk Managers can consume your analytics with zero friction
- Document and present ...