Vacancy caducado!
- Collaborating with both external service providers and internal data and technology teams to ensure the timely and accurate collection, warehousing, and aggregation of hedge fund risk and performance data
- Working closely with client service teams to compile hedge fund and portfolio data from assorted sources into reporting deliverables as requested by BAA's clients
- Developing rigorous and scalable data management/analysis tools to support the data-intensive quantitative investment process
- Improve the user interface and tools that consolidate hedge fund risk/return characteristics used by BAA and our clients
- Assisting in the dissemination of insights derived from the analysis of hedge fund risk and performance data to key stakeholders such as manager research, portfolio management as well as other members of the risk management team
- 0-3 years' previous experience preferred, but not required
- High degree of attention to detail and ability to manage complex processes, along with the judgment to balance risk/benefit tradeoffs
- Meaningful analytical and problem-solving skills, with a degree in a quantitative discipline
- Programming and/or database expertise; ability to transform concepts and ideas into robust, automated tasks
- Comfort developing relationships across functional groups and business units
- Familiarity with financial markets and quantitative investment approaches
- High degree of motivation and commitment
- Strong written and verbal communication skills
- Ability to work independently as well as thrive in a team environment
- An advanced degree in a quantitative discipline such as statistics, mathematics, finance, engineering, or physics
- Prior experience developing R/Python/Tableau applications
- Investment industry experience, preferably with hedge funds