Job Description – Risk Management
Risk Managers build and manage risk models and applications used across the platform by both the Firm’s management as well as Portfolio Trading Teams. These products are used to assess performance, regularly monitor risk exposures, value new derivatives products and facilitate optimal portfolio construction. The team also conducts continuous research into new market themes and drivers in order to provide the Firm with the best tools to effectively manage investments as well as developing new pricing models.
The ten-week internship program will expose you to a broad range of disciplines as you receive subject-matter training from the industry’s leading professionals. If you are ambitious, results-driven, and ready to take on new challenges, we want to talk.
Responsibilities of the intern will include:
· Develop tools for monitoring the risk and performance of the firm’s trading groups, such as screens based on alternative data, factor model-based projects and performance measurement
· Investigate common risk exposures and market themes for portfolio management teams
· Work on new pricing models
· Work on new frameworks and methodologies to assess portfolio risks
· Take on longer term research projects with an end goal of implementation and production
Qualifications, Skills and Requirements:
· Rising seniors who are interested in a future career at a top-tier hedge fund
· Major in a highly quantitative field such as Computer Science, Mathematics, Statistics, Physics or Engineering
· Excellent communication, problem-solving, teamwork and analytical skills
· Strong quantitative background, particularly in Statistics
· Deep knowledge and experience in R or Python; SQL.
· Basic familiarity with Capital Markets
· Cumulative GPA of 3.5 and above