Quant Risk, Quant Researcher – Global Equity Risk and Return – Leading Financial Services Firm
JOB DESCRIPTION
We are working with a top-tier financial services company specifically in their Global Equity team and looking for an experienced quant modeler to join the group! Our client is well known for their buy-side investment risk platforms and you will be working very closely with the equity specialists as well. It has a very collaborative environment, and you will be working on developing new, cutting-edge equity risk models.
As an equity risk quant, you will be responsible for the entire model development lifecycle, from theoretical modeling to prototyping to implementing the final code. Within the Global Equity team, you will have the opportunity of getting a broader exposure rather than focusing solely on a single region or country.
Responsibilities:
- Developing and enhancing fundamental factor models for the equity risk product line.
- Participating in all stages of full model research and development cycle.
- Keeping abreast with white papers and research to drive innovation in equity risk model methodology research
- Identifying and integrating drivers of risk and return in global equity markets
- Developing research methodology models and implement in Matlab
- Researching global and regional equity markets for sources for risk and return and applying into quantitative investment strategies.
- Performing stress testing, back testing, and scenario analysis on new and existing risk models and investment strategies
- Collaborating with Single Country Equity team members and presenting research results to sr management and clients
- Developing and implement the code for the equity risk models
Qualifications:
- Min MS/PhD degree in quantitative discipline (Computer Science, Mathematics, Statistics, etc)
- Min 3-5 years of relevant experience with quantitative equity risk and research (developing models/ tools)
- Demonstrated experience in designing and implementing quant risk models
- Familiar with market data for global equity markets
- Preferred: global equity market coverage (NOT extreme specialization in single countries or regions)
- Computer skills: Expert-level knowledge of Matlab, SQL
- Excellent communication skills (written and verbal)
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
KEY WORDS:
Associate, quant risk, quantitative risk, market risk, investment risk, equities, global, regional, emerging markets, model development, model implementation, model testing, Matlab, SQL, fundamental factor risk models, San Francisco, East Bay, CA, USA
Search Consultant: Kasey Churchill – please mention job title and location
APPLY | risk.americas@gqrgm.com
VISIT US | www.g-q-r.com/vacancies
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
LOS ANGELES | 1.310.807.5030
10877 Wilshire Boulevard, Los Angeles, CA 90025 | Office Hours: 6.00-21.00 PDT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
LONDON | 020.3207.9090
St Clements House, London, EC4N 7AE | Office Hours: 9.00-21.00 GMT
HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Quant, GQR Global Trading, GQR Global Markets
We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities throughout Europe, the United States, Asia and the Middle East.
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