Goldman Lloyds
Overview
Get AI-powered advice on this job and more exclusive features. This range is provided by Goldman Lloyds. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more. Base pay range
$170,000.00/yr - $200,000.00/yr Firm:
Hedge Fund Location:
NYC - Hybrid, 3 days in office. I'm advising a leading Fund Manager in NYC seeking a Senior Quant Risk Analyst to join their Investment Risk team. Primary Responsibilities
Take ownership of and enhance risk estimation frameworks across market, factor, funding, and liquidity risks. Continuously improve related reports, systems, and automation through daily monitoring, research, and model refinement. Monitor portfolio exposures and manager activity against the firm’s risk appetite and target risk-return profile. Support the CIO, CRO, and Portfolio Managers in identifying and executing hedging strategies. Develop and maintain models, analytical tools, and visualizations to support investment and risk management decisions. Detect and resolve data or modeling issues—such as anomalies or outliers—that could materially affect decision-making, implementing scalable, long-term solutions. Apply sound coding practices to ensure robust, maintainable, and efficient codebases. Desired Background
Bachelor’s degree or higher in a quantitative discipline such as mathematics, statistics, physics, computer science, engineering, economics, or finance. 2+ years of relevant experience, ideally within a hedge fund or similar investment environment; broad exposure across asset classes and investment strategies is advantageous. Minimum of 2 years experience in Python (or a similar language). Strong understanding of financial instruments, portfolio management principles, and risk concepts including beta, VaR, stress testing, and liquidity analysis, as well as time-series analysis (e.g., handling imperfect data, multicollinearity, non-stationarity). Familiarity with RiskMetrics or similar risk management systems is a plus. Seniority level
Mid-Senior level Employment type
Full-time Job function
Finance and Sales Industries
Financial Services, Investment Management, and Capital Markets
#J-18808-Ljbffr
Get AI-powered advice on this job and more exclusive features. This range is provided by Goldman Lloyds. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more. Base pay range
$170,000.00/yr - $200,000.00/yr Firm:
Hedge Fund Location:
NYC - Hybrid, 3 days in office. I'm advising a leading Fund Manager in NYC seeking a Senior Quant Risk Analyst to join their Investment Risk team. Primary Responsibilities
Take ownership of and enhance risk estimation frameworks across market, factor, funding, and liquidity risks. Continuously improve related reports, systems, and automation through daily monitoring, research, and model refinement. Monitor portfolio exposures and manager activity against the firm’s risk appetite and target risk-return profile. Support the CIO, CRO, and Portfolio Managers in identifying and executing hedging strategies. Develop and maintain models, analytical tools, and visualizations to support investment and risk management decisions. Detect and resolve data or modeling issues—such as anomalies or outliers—that could materially affect decision-making, implementing scalable, long-term solutions. Apply sound coding practices to ensure robust, maintainable, and efficient codebases. Desired Background
Bachelor’s degree or higher in a quantitative discipline such as mathematics, statistics, physics, computer science, engineering, economics, or finance. 2+ years of relevant experience, ideally within a hedge fund or similar investment environment; broad exposure across asset classes and investment strategies is advantageous. Minimum of 2 years experience in Python (or a similar language). Strong understanding of financial instruments, portfolio management principles, and risk concepts including beta, VaR, stress testing, and liquidity analysis, as well as time-series analysis (e.g., handling imperfect data, multicollinearity, non-stationarity). Familiarity with RiskMetrics or similar risk management systems is a plus. Seniority level
Mid-Senior level Employment type
Full-time Job function
Finance and Sales Industries
Financial Services, Investment Management, and Capital Markets
#J-18808-Ljbffr