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13 часов назад

Quantitative Strategist, Risk Modeling & Research

120 000 - 225 000$
Формат работы
hybrid
Тип работы
fulltime
Грейд
senior
Английский
b2
Страна
US
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

Текст:
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TL;DR
Quantitative Strategist, Risk Modeling & Research (Multi-Asset Risk Modeling): Developing Wellington’s proprietary multi-asset risk model and conducting empirical research on asset returns, risk premia, factor exposures, and cross-asset relationships with an accent on equity, fixed income, FX, commodities, and derivatives. Focus on improving risk models, building scalable production infrastructure with technology teams, and integrating quantitative models into portfolio construction and risk management.

Location: Boston, MA, United States; office work 4 days per week with flexibility to work remotely 1 day per week

Salary: USD 120,000–225,000 base salary, plus potential variable compensation and benefits.

Company

hirify.global is a private-partnership investment management firm serving institutional clients across global capital markets.

What you will do

  • Lead modeling efforts for a proprietary multi-asset risk model covering equities, fixed income, FX, commodities, and derivatives.
  • Conduct empirical research on asset return dynamics, risk premia, factor exposures, and cross-asset risk relationships.
  • Improve risk models through approaches such as shrinkage algorithms and implied-volatility risk-premia adjustments.
  • Partner with technology teams to build production infrastructure for risk model development, implementation, and execution.
  • Work with risk professionals and investors to apply quantitative models to portfolio construction and risk management.
  • Manage projects independently and communicate findings with investment, risk, product management, and business teams.

Requirements

  • Advanced degree in finance, econometrics, mathematics, statistics, physics, electrical engineering, operations research, or another quantitative field.
  • 5–15 years of experience in empirical risk modeling across fixed income, equities, FX, and derivatives.
  • Strong understanding of factor-based risk model frameworks.
  • Strong technical background in model development, statistical analysis, and prototyping.
  • Experience with Python, Java, SQL, and/or C++.
  • Ability to conduct rigorous quantitative research and collaborate effectively with investment and risk teams.

Nice to have

  • Experience with MSCI/Barra equity models.
  • Experience with fixed-income valuation models.

Culture & Benefits

  • Collaborative environment that encourages independent thought and constructive debate.
  • Retirement plan, health, dental, vision, pharmacy, HSA, and FSA coverage.
  • Life and disability insurance, employee assistance, adoption assistance, and backup childcare.
  • Tuition and CFA reimbursement, paid holidays, sick and vacation time, and other paid leave.
  • Flexible work environment with a primarily office-based schedule.

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