RQA is seeking a candidate with risk management experience, with an emphasis on hedge fund investment strategies, and financial data analysis experience for BlackRock’s $31 billion Hedge Fund Solutions platform. The role is based in Seattle, Washington.
- Act as a key stakeholder in the
- Support the creation, production and delivery of internal and external reports pertaining to risk management and performance attributionModel and analyze hedge fund portfolios as well as other public and private market investments
- Perform ad-hoc reporting and analyses
- Help ensure the risks of portfolios are fully understood by portfolio managers and are consistent with our client objectives and risk constraints
- A love of models, an understanding of their limitations and a desire to improve them
- An understanding of the fundamental principles of risk management including risk estimation methodologies, stress testing and attribution
- Proven coding skills in VBA, R, Python, etc.
- A passion for applying quantitative techniques to real-world problems and being a student of the financial markets
- An ability to explain complex ideas in simple but impactful terms and proven ability to use effective communication to influence outcomes
Qualification & Experience:
- A degree in a quantitative field, e.g., mathematics, computer science, economics, engineering
- FRM ,CFA, or CAIA designation or other industry certifications (or are working towards one) is a plus
Vacancy Type: Full Time
Job Location: Seattle, WA, US
Application Deadline: N/A