Risk and Quantitative Analyst

LOCATION:      280 Park Ave, New York, NY

JOB FUNCTION

Viking Global is seeking a Risk and Quantitative Analyst to join its Risk Analytics team.  The Risk Analytics team plays a vital role in supporting senior leadership, including the Chief Executive Officer, in the area of risk management and capital allocation.  The candidate’s primary responsibilities will focus on risk-related portfolio analysis. Additional responsibilities include quantitative research related to risk management, portfolio construction, thematic market drivers and investment behavior, with the goal of helping the firm deliver superior risk-adjusted performance. The ideal candidate is a smart and creative problem solver who can articulate one’s ideas effectively to a diverse audience in a fast-paced environment.

RESPONSIBILITIES

• Analyze portfolios to understand risk and performance drivers using fundamental factor models and proprietary analytics. Generate recommendations and reports for senior leadership and portfolio managers.
• Conduct quantitative research and develop statistical/machine learning models to flag risks and identify investment opportunities.
• Perform thematic research and create custom factors to quantify portfolio exposure to thematic risk.
• Create proprietary economic and fundamental data sets; analyze economic issues and investment themes to provide insights to the firm and portfolio managers.
• Identify investment behavior biases and quantify the PnL impact to help improve investment decision-making processes.
• Work with developers to productionize quantitative research, analytical tools and risk reporting.

QUALIFICATIONS

The ideal candidate will have:

• A degree in a quantitative field such as statistics, computer science, engineering, mathematics or finance
• 4-6 years of experience in the financial services industry in a quantitative field, preferably with experience in model development/review, risk modelling and portfolio optimization
• Proficiency with Python and SQL
• Experience analyzing large datasets using statistical models and machine learning techniques
• Familiarity with risk factor models such as Barra and Axioma
• Strong communications skills, including the ability to articulate complex ideas and concepts
• Knowledge of financial databases such as Bloomberg, FactSet and Compustat is a plus

The base salary range for this position in New York City is $175,000 - $225,000. In addition to base salary, Viking employees may be eligible for other forms of compensation and benefits, such as a discretionary bonus, 100% coverage of medical and dental premiums and paid lunches. Actual compensation for successful candidates will be individually determined based on multiple factors including, but not limited to, a candidate’s skill set, experience, education and other qualifications. For more information on our benefits, please visit www.vikingglobal.com/life-at-viking/

Viking is an equal opportunity employer. Questions about your candidacy and requests for reasonable accommodation in the recruitment process should be directed to [email protected].