The Company: Global Alternative Asset Manager
Responsibilities
- Partner with senior risk leadership to enhance the firm's risk frameworks, methodologies, reporting, and underlying systems
- Build prototypes and help implement upgrades to risk infrastructure and reporting tools as frameworks evolve and portfolios shift
- Work cross-functionally with Investment, Treasury, Finance, Legal, and Operations to develop, socialize, and roll out enhancements
- Juggle multiple concurrent projects — ad hoc analysis, data visualization, and pro-forma risk metric calculations
- Contribute to high-impact initiatives such as crisis-response playbooks, documentation of enhanced risk frameworks and procedures, and tail-risk assessment tools for specific markets
- Benchmark the firm's risk practices against industry standards to keep capabilities at the leading edge
Requirements
- 2+ years of experience, ideally at a top-tier management consulting firm with a financial services focus, or at a multi-manager platform, hedge fund, allocator, or leading investment bank
- Outstanding academic pedigree; bachelor's degree in a quantitative discipline (Mathematics, Physics, Economics, Computer Science, Engineering, or similar)
- Distinctive quantitative and analytical problem-solver, equally comfortable with well-defined and ambiguous challenges
- Strong command of probability and statistics
- Relentlessly curious, with a drive to understand root causes and nail down precision to the last detail
- Sharp written and verbal communicator who can distill complex work into a clear "so what" for senior audiences
- Advanced Excel and PowerPoint fluency
- Financial risk management experience (market, liquidity, counterparty) a plus
- FRM or PRMIA designation a plus
