• Negotiable
  • Manhattan, NY, États-Unis
  • CDI, Plein-temps
  • Selby Jennings QRF
  • 2018-09-07

Risk Research Lead

  • Lieu de travail : Manhattan, NY, États-Unis
  • Salaire : Negotiable
  • Type de contrat : Plein-temps

An established technology driven buy side shop is currently seeking a innovated and industry lead Risk Researcher to join their team. The Researcher will be primarily responsible for conducting efficient research and applying it directly into production.

Risk Research Lead:

An established technology driven buy side shop is currently seeking a innovated and industry lead Risk Researcher to join their team. The Researcher will be primarily responsible for conducting efficient research and applying it directly into production. The Researcher will also be tasked with growing and monitoring a team of talented and effective researchers. In this role you will report directly to the head of portfolio construction and be in constant interaction with portfolio managers. The candidate will be an expert in factor modeling and have a background in asset allocation and portfolio construction. This particular firm is seeking a candidate who can not only drive the enhance and execution of the models and research but all the innovation behind it.

Responsibilities:

  • Create and strengthen the risk models used in the company's portfolio construction process across a range of asset classes such as equities, foreign exchange and futures.
  • Build a strong tunnel of research which is composed of ideas from all sectors, including from academic publications, ground-up insights and third-party vendor research.
  • Transfer productive research directly into efficient work.
  • Establish methodologies to assess risk model performance.
  • Monitor performance of the company's risk models on a continuous basis.
  • Mentor and expand a team of skilled and efficient researchers.
  • Collaborate closely with portfolio managers, other research teams and engineering teams throughout the company.

If you are interested please apply in. Given the seniority and importance of this role the comp range for the role is wide open.