Equities Market Risk Analytics

Strong quantitative and analytical abilities, with a preferred graduate degree in mathematics, statistics, finance, or a related field.
Proficiency in writing code, ideally in Python, to conduct research and automate processes.
Capability to develop analytics and metrics that enhance risk management of portfolios with quantitative trading strategies.
Knowledge of Equity Risk Factor Models such as Barra and their application on Long/Short Portfolios.
Collaborating with market experts to develop a comprehensive view of market conditions and effectively communicate inherent risks.
Self-motivated with the ability to work independently, while maintaining a detail-oriented approach.
Ability to challenge business requests with an independent mindset and provide expert advice.
Ability to effectively communicate ideas, solve problems, and work collaboratively in a team setting.

Crafting and refining stress test scenarios to evaluate potential risk exposures.
Developing sophisticated analytics to identify risk focus areas, particularly through portfolio crowding metrics.
Assessing client risks and performance attribution in relation to various risk factors.
Observing and communicating significant themes and trends for Quant and Long/Short (L/S) clients.
Undertaking various strategic initiatives to support the business.

No preferred qualifications provided.