Market Risk Analyst - New York, United States - Selby Jennings

Description

A Multi Strategy Hedge Fund is hiring a Quant Risk Analyst in NYC.

This hire will report directly to the Chief Risk Officer and assist in building out firmwide and custom risk analytics for specific PMs/trading teams. The fund is looking for a strong junior candidate with broad markets knowledge and experience with macro asset classes.

This is a learning opportunity for an exceptional candidate who wants to continue growing their experience on the buy side. Ideally this person has experience with Listed and OTC derivatives/options pricing and risk management. Technical skills are a huge plus, and great communication is essential for the senior leadership exposure in this tight knit fund.

Requirements:

• 2-7 years of market risk experience
• Master's or PhD in a quantitative discipline
• Product expertise: Exotic Rates/Equity Derivatives, FX Options, Commodity Futures/Options, CDS/CDX, Index Options
• Proficiency in Python/R/SQL or similar language
• Great communication + no ego; it's a very collaborative team