Hedge Fund Architect

Hedge Fund - New York, NY

October 01, 2011

Job Summary

Company
Hedge Fund Hedge Fund
Location

New York, NY, US

Job Type
Regular
Job Classification
Full Time
Experience
not provided
Education
not provided
Company Ref #
28349142834914
AJE Ref #
552717673
[+] More

Job Description

We're looking for a dynamic and creative quantitative professional to architect and implement the performance/risk reporting and infrastructure for a global, multi-asset class portfolio. Our ideal candidate will be an energetic, proactive team-player who loves deriving insight from data - organizing, analyzing, permuting, graphing, visualizing, and modeling - to find the patterns others might miss.Responsibilities:

Regular portfolio reporting

Risk (exposures, liquidity, stress testing, etc.)
Performance (portfolio, asset class, manager, and asset-level performance reporting; contribution; attribution; etc.)Custom modeling

Work with internal investment and ops teams to build models supporting investment decision-making, portfolio management, board presentations, client service, fundraising activities, and business management
Data architecture/implementation/managementAssist in selecting and implementing back-end infrastructure to support evolving analytics for growing global portfolio

(database, data warehouse, visualization tools)Interface with external partners (administrator, custodian, managers) to obtain, manage, and process multiple, heterogeneous data streams


[Management of Online Applications/Website - management/development of client facing applications - we'll eventually want to build a much more robust set of tools for clients to look at the portfolio, exposures, etc. on their own via the website]

[Research Projects - Quantitative portions of research/marketing materials]


Requirements/Qualifications:

BS and/or MS in quantitative discipline (e.g., CS, mathematics, operations research) or equivalent experience3-5 years of experience in performance/risk analytics or equivalent financial model-building and analytical experience. Prefer experience with portfolios that have included leverage, derivatives, and short-sold securities.Demonstrated proficiency with Excel (model design and implementation), SQL and/or related enterprise databases, reporting systems (Crystal Reports, etc.), professional financial databases (Bloomberg, etc.), data visualization tools, Powerpoint, quantitative analytic tools (SPSS, SAS, etc.)Demonstrated experience with database development and management, including manipulating large datasetsPrefer some development experience, including at least familiarity with back-end languages/technologies (VBA, C++, Java), front-end languages/technologies (PHP/Python/Ruby/Perl; CSS/HTML5; Rails/Django; etc.), and UI design. Past experience developing portfolio management/risk applications preferred.Excellent communication skills, strong attention to detail

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