Senior Risk and Quantitative Analyst recruitment
Senior Analyst - Risk and Quantitative Analysis
Altegris is a pre-eminent provider of alternative investments. Our mission is to find the best alternative investment managers and bring them to our clients through alternative mutual funds, private funds, and futures managed accounts. Our suite of products is sold through the intermediary channel, including wirehouses, independent broker/dealers and registered investment advisors. We also have a robust Private Client Group that works directly with high net worth individuals and family offices. The Altegris companies represent approximately $3.27 billion in client assets, and provide futures clearing services to accounts representing $997 million in institutional assets. We pride ourselves on our people and are strongly committed to our company motto: Trusted Alternatives. Intelligent Investing.
Genworth Financial Wealth Management, Inc. (GFWM), a wholly owned subsidiary of Genworth Financial, Inc. (NYSE: GNW), is a leader in meeting the increasingly complex needs of today's independent financial advisors. The Altegris Group of affiliated companies are also wholly owned subsidiaries of GNW, and operate as a division within GFWM.
Altegris is in a very exciting growth phase and is searching for a talented and motivated Risk/Quantitative Analyst to be an integral member of the Research Investments' due-diligence team. The right candidate must have the temperament to thrive in our high-velocity, demanding business culture and enjoy interacting with high-octane, committed co-workers who enjoy working together, value collaboration, and are passionate about providing our clients with access to what we believe are some of the best investment managers in the alternatives industry.
This position will be with Altegris Advisors, an SEC-registered investment adviser affiliate within the Altegris companies, located in La Jolla, California.
RESPONSIBILITIES
The Risk/Quantitative Analyst role will be broad in nature and will have a wide range of responsibilities, including calculating portfolio risk and return analytics, portfolio construction and asset-allocation analytics, and other quantitative management support including:
- Maintaining and developing quantitative and risk analytics utilizing in-house tools and external providers
- Risk exposure reviews by manager and portfolio including VaR, CVAR, and volatility metrics
- Performance and attribution analysis by portfolio (by manager, sub-asset class, sector and security)
- Maintaining and supporting the build-out of various firm databases/systems
- Peer group analytics and monitoring
- Asset allocation analytics including assisting in building the models and creating new firm infrastructure
- Creating customized internal reports including historical risk variables
REQUIREMENTS
- 2 to 4 years' experience in a highly structured environment in Asset Management/Investment Banking, preferably in a risk management / quantitative-oriented role
- Strong interest in asset allocation, the global capital markets and risk management
- Strong Excel and PowerPoint skills, as well as advanced MS Office skills such as creating macros, pivot tables and desktop report publishing
- Programming and/or advanced analytical development skills are a plus
- Extremely detail-oriented with an above-average ability to collect, sort, organize and manipulate various types of financial data
- B.S./B.A. from top undergraduate school
Please post for job number RP14201 at our website