Quantitative Risk Analyst
Job in
New York, New York County, New York, 10261, USA
Listed on 2026-08-30
Listing for:
OCR Alpha
Full Time
position Listed on 2026-08-30
Job specializations:
-
Finance & Banking
Risk Manager/Analyst, Financial Advisor / Consultant, Banking Analyst, FinTech
Job Description & How to Apply Below
OCR is partnered with a leading global Hedge Fund looking to add a Quantitative Risk Analyst to its New York team.
This is a highly visible role offering exposure to complex, multi-asset portfolios across Equities, Commodities, Rates, Credit, and FX, working with a diverse range of investment strategies and portfolio managers.
You'll be involved in daily portfolio risk monitoring, factor-based VaR, stress and exposure analysis, portfolio optimisation and hedging, while also helping develop and enhance the firm's risk analytics and infrastructure.
Requirements:- 1-5 years experience in quantitative risk, portfolio risk or a risk analytics seat
- Solid understanding of factor risk models, VaR and cross-asset portfolio risk
- Experience with Axioma, MSCI Barra or Black Rock Aladdin is highly desirable
- Strong proficiency in Python
A great opportunity for someone early in their career to gain broad cross-asset exposure, take ownership of sophisticated risk analytics and work in a fast-paced environment.
#J-18808-LjbffrPosition Requirements
5+ Years
work experience
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