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Quantitative Risk Analyst

  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Job reference: 318361/006_1559685929
  • Sector: Selby Jennings, Research and Strategy
  • Date posted: 04/06/2019

A leading growing American bank is looking for a Quantitative Analyst to join their growing Risk team! This person will be an instrumental part of a new and expanding team responsible for managing the risk and the allocation of assets for the firm, engaging in various high precision analytical projects. This person will be supporting senior level management and their peers doing in-depth ad hoc analysis, enhancing the risk and asset allocation framework analytics, monitoring and maintaining risk models and researching new market trends. This is a great, high exposure team that works with various groups across the business and is an ideal opportunity for someone junior in their career, who is looking to further develop their skill set. Located in NYC, this is a great team and company to be a part of!

What We Would Like from You:

  • Programming experience in SQL, R, Python or Matlab

  • ~2-4 years of full time working experience in a relevant/similar job

  • At least a bachelor's degree in Economics, Finance or a practical Science (Masters encouraged)

  • Strong quantitative investment research and portfolio analysis skills

  • Strong understanding of macro-economics and capital markets

  • High level of attention to detail, accuracy, and self-autonomy

  • The ability to multitask and collaborate with team members and different groups

If you are interested in this role, do not hesitate to apply in!