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Quantitative Analyst

The Bachrach Group

This is a Full-time position in New York, NY posted April 29, 2021.

Leading systematic hedgefund, is looking for experienced quantitative analysts and quantitative researchers.

Experience in quantitative investment research is a plus.

Candidates who are well-versed in long/short equities and options.

The Quantitative Risk :

• Portfolios and strategies analysis, as well as analytical reports that summarize the risk profiles and to facilitate efficient risk management as well as improve understanding of portfolio construction and investment behavior.

•Design and improve stress testing, Value at Risk, and various limit frameworks for portfolios of diverse products and strategies.

•Evaluate and validate price and risk models to ensure the soundness and correct application of the models.

•Conduct research to develop innovative risk management approaches, tools, and analytics to help improve performance and better manage risk and deliver those research findings to senior management.

•Work on design and development of risk management and infrastructure.

•Analyzing large structured and unstructured datasets, such as internal trade/market data, and running numerical simulations and statistical analysis.

Required:

•Undergraduate or higher degree in a quantitative discipline & Strong background in statistics, math, and econometrics

•Five or more years of work experience in a quantitative research, trading, or risk management capacity related to options and equity markets

•Strong knowledge of risk management of equity options portfolios, volatility trading, and long/short equities portfolios

•High level of proficiency in SQL and quantitative programming (Python, MATLAB, R)