Risk Analyst-Quantitative Researcher in New York, NY at Open Systems Technologies

Date Posted: 1/7/2020

Job Snapshot

Job Description


  • Quantitative research on proprietary risk factor models for equities and other asset classes for fundamental and quant equity long-short strategies
  • Model evaluation process, including factor selection, return estimation, covariance estimation, idiosyncratic volatility estimation etc
  • Build equity stress scenario evaluation models and provide full coverage for the equity long-short strategies
  • Integrate multiple data sources in model building
  • Develop and test new risk/alpha factors and new data sources
  • Aggregate information from a variety of sources to create reports representing the risk and portfolio construction
  • Establish links between the numbers on reports and the impact to the business


  • Experience within Finance or Financial Engineering
  • Strong mathematical and statistical modeling background
  • Demonstrated empirical skill; comfortable with analysis of large datasets
  • Demonstrated knowledge of investments, including asset pricing, empirical anomalies and market micro-structure
  • Exposure to a quantitative role within a trading and risk modeling
  • Experience using statistical packages (e.g. Matlab, R) and exposure to programming and scripting languages (e.g. C/C++, Perl)
  • Bachelor’s degree in relevant field required; MS / PhD preferred
Job category:
  • Information Technology
Job keywords:
  • Quantitative
  • Research
  • Statistical
  • Equities