A Global Investment Manager in London is looking for a Senior Quantitative Risk Modeler (PhD) to develop and enhance analytics, risk, pricing and portfolio construction models for the firm's investment teams.
Work on Risk and Analytics Models for Equities, Rates, Multi-Asset Funds and Alternatives
Stress Test Investment and Pricing Models for performance
Conduct Quantitative Research to implement model enhancements
PhD in a quantitative field is a requirement
5-7 years of experience building and reviewing investment risk, investment analytics and portfolio optimization models
Programming – one or more of the following (SAS, R, Matlab)
Database – Sybase
Will be reviewing both proprietary risk models and vendor risk models from (Blackrock, Yield Book, MSCI-Barra, Barclay's Point and RiskMetrics).
Must have superior communication skills and the ability to manage people and projects