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- Optimize code and improve performance/efficiency.
- Refine and design the structure and scheme of data sets to improve code execution and data processing.
- Collaborate with firm-wide teams to implement data-driven solutions for risk challenges.
- Continuously improve risk tools and processes by staying informed of latest tech and methodologies within data science
- Python, R, SQL
- Proficient knowledge across data structures, algorithms, and software engineering principles
- Data modeling, analysis, and visualization tools
Quantitative Risk Technology - New York, United States - Selby Jennings
Description
We're engaged with a ~5b AUM multi strategy hedge fund on an innovative risk specialist role. Our client has over 300 employees worldwide spread across their offices and are based in the US. The fund has recently expanded strategies and widely expanded the scope of their investment activities. From a product perspective, they are in Fixed Income/Macro, Quant, Volatility, and Fundamental Equity strategies.
They are looking for a Quantitative Risk Specialist that has a combination of skills in data science and modeling. This hire is expected to optimize code and restructure data sets to improve performance. Strong Python, R, and SQL skills are needed.
Requirements:
Qualifications: