Risk / Quantitative Hedge Fund Analyst (Miami, FL)

Company Overview:

A rapidly expanding and highly experienced Miami based Hedge Fund with a US and International focus (approximately $1 billion under management) is looking for a Risk / Quantitative Analyst. This long / short equities fund employs a private-equity-like approach to fundamental analysis emphasizing primary research, in-depth company and industry knowledge, and detailed financial modeling. The fund’s investment strategy focuses on mid-term (12-24 months) and value-based investment opportunities, among the mid- to small-cap stock universe.

The Risk / Quantitative Analyst will report to both the fund’s US and International Portfolio Managers. The successful candidate will be involved in risk analysis for both US and International focused funds.

Job Description:

• Ownership of the creation and execution of risk and performance attribution analytics and financial modeling required by risk management and portfolio managers.
• Development of custom analysis to enhance the firm’s portfolio construction processes.
• Participation in special projects that require quantitative insights into risk management and portfolio construction.
• Assist the Hedge Fund management team through the delivery of reports to assist with decision making for the Portfolio.
• Identify themes and key performance indicators across industries and markets through analysis of performance attribution and correlation.
• Regular interaction with senior leadership and presentations to the Investment Committee.

• A Masters degree or higher in finance or a quantitative field, incl. financial engineering, computer science, or statistics.
• Sound knowledge of multi-factor models is required.
• Understanding of the methods used for performance attribution. Experience in performance measurement at a financial firm or an analytical software vendor is a plus.
• Experience in quantitative methods and data management within a Hedge Fund environment.
• Strong knowledge of financial products including equity, fixed income, and commodity cash and derivatives is preferred.
• Solid PC and programming skills. The candidate should be able to model and implement the methodologies required for risk analyses. Experience with vendor systems (e.g., Barra) and programming experience in Excel/VBA, SQL, MATLAB, C#, Java, or SAS are a plus.
• Willingness to acquire knowledge of the methods used for risk analyses such as modern portfolio theory and equity risk models principal components.
• Results-oriented / delivery focused. Ability to deliver quality results under tight deadlines. Detail oriented with the ability to work autonomously.
• Candidate must have excellent written and verbal communication skills.
• Compensation: Competitive and commensurate with experience.
• Applicants only. Recruiters please don't contact this job poster.

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