We are partnering with a multi-strategy hedge fund to hire a Quantitative Risk Analyst. Reporting directly to the Chief Risk Officer, this is a high-impact role sitting at the center of the investment process, working closely with Portfolio Managers across fixed income relative value, long/short credit, convertible arbitrage, volatility, and equity market-neutral strategies.

This growth hire will help enhance the firm's risk framework, analytics platform, and data infrastructure while delivering actionable risk insights that directly influence investment decisions.

Responsibilities

• Partner with PMs to analyze portfolio risk and exposures across asset classes
• Enhance VaR models, stress testing models, and scenario analysis frameworks
• Develop risk analytics and quantitative tools using Python and SQL
• Evaluate derivative exposures and portfolio construction decisions
• Improve risk data infrastructure and reporting capabilities
• Communicate insights to PMs, traders, and senior leadership

Key Qualifications

• 3-10 years of experience in market risk analytics, quantitative risk research, or portfolio analytics
• Hedge fund, or asset management experience preferred
• Strong knowledge of VaR, stress testing, and portfolio risk concepts
• Advanced Python and SQL skills
• Experience working across multi-asset investment strategies with broad exposure to derivatives across asset classes
• Ability to translate quantitative analysis into actionable investment recommendations

Why Join?

• Direct reporting line to the CRO
• High visibility across investment teams
• Significant ownership and autonomy within a lean organization
• Exposure to sophisticated multi-asset and derivatives-focused strategies