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Senior Systematic Risk Manager

balyasny asset management lpNew York, NY

9 days ago

Occupations

Financial Risk SpecialistsFinancial Quantitative AnalystsFinancial and Investment Analysts

Industries

Portfolio Management and Investment AdviceMiscellaneous Financial Investment ActivitiesInvestment Banking and Securities Intermediation
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About the role

We are looking for a senior Risk Manager to support our growing global Systematic Trading business: Conduct daily and intraday analysis on the Systematic portfolios. Review process, architecture, simulation and backtest methodologies for Systematic portfolios. Refine the process of manager selection and performance assessment, with a keen focus on macro/thematic drivers and crowding analysis Develop methodologies and metrics for risk managing Systematic portfolios with a focus on shorter term strategies; build tools to monitor these and share with PMs. Contribute to BAM’s risk analytics, processes and reporting both within the Systematic business and elsewhere. Build relationships with systematic PMs both in US and globally. Build relationships with systematic business management including the Global Head of Systematic Provide input and participate in weekly Global Risk committee discussions; make recommendations to Investment Committee where appropriate. Advise on whether BAM is being sufficiently rewarded for the risks it takes. Report to Co-heads of Systematic and Event Risk
Requirements: Strong academic background with an advanced degree (Masters or Doctorate) in a quantitative discipline such as Math, Physics, Computer Science, Financial Engineering 10 or more years relevant experience in the quantitative finance field, with roles such as risk manager / portfolio manager / quant trader in a major bank, hedge fund, or quantitative trading firm Strong programming skills in Python or C++/C# Well-versed in equity statistical arbitrage Familiar with equity factor models Strong communication skills. The role involves constant dialogue with all parts of the organisation Rigorous research and analytical skills. Creative, motivated, hard-working, and strong all-around interest in financial markets. Practical approach to problem solving. Attention to detail – takes ownership of projects, strong focus on data quality, correctness, and intuitiveness of output.
Nice to have: Knowledge of execution algorithms Knowledge of market microstructure Knowledge of transaction cost modelling Knowledge of systematic macro strategies Experience applying LLMs or Machine Learning to systematic trading

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JOB OVERVIEW

Experience level

Senior

Location

New York, NY

Occupation

Financial Risk Specialists

Industry

Portfolio Management and Investment Advice

Posted

9 days ago

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