Our client, a global investment manager based in New York, NY, is seeking a Quantitative Risk Consultant to support the operation, maintenance, and development of both regular and ad hoc risk reporting. This role is ideal for a highly analytical professional with a strong quantitative background, technical expertise, and a solid understanding of financial markets.
Responsibilities:
- Maintain and execute regular and ad hoc market risk reports
- Investigate and resolve operational issues under tight timelines
- Develop reporting tools and analytics using large, complex financial datasets from multiple sources
- Perform ex-ante and ex-post portfolio risk, performance, and attribution analysis
- Prepare detailed documentation for new developments and enhancements
- Create presentation materials for internal committees and stakeholders
- Partner cross-functionally to support risk and performance analytics initiatives
Requirements:
- Bachelor’s degree in a quantitative field (e.g., Mathematics, Science, Engineering, or related discipline)
- 3+ years of experience in a quantitative, risk, or financial data-focused role within financial services or asset management
- Strong proficiency in Python and SQL (required)
- Experience with Tableau or similar visualization tools is a plus
- Familiarity with industry-standard risk platforms such as Aladdin, Barra, FactSet, or Bloomberg PORT is a plus
MUST have experience with:
- Develop reports and tools based on large financial datasets from disparate sources
- Experience with ex-ante and ex-post portfolio risk, performance and attribution analysis
- Need proficiency in Python Programming and SQL
- Power BI or Tableau is plus
- Exposure to industry's standard risk models/platforms such as Aladdin, Barra, FactSet, and Bloomberg PORT is a plus