Guggenheim Partners is seeking a Quantitative Risk and Investment Management Analyst in their New York office. The individual will report to the Managing Director-Risk Management and will be responsible for assisting with a variety of risk and investment management infrastructure development and quantitative research.
The position is primarily focused on conducting quantitative research related to enterprise-wide financial risk and investment management for a complex institutional asset manager covering multiple asset class products in fixed income, equity and alternative markets. This position is located in New York, NY.
Specific Responsibilities Include
* Conduct quantitative signal processing research utilizing traditional and machine learning techniques across multi asset class universe to identify key risk factors and develop risk and investment management algorithms. * Build upon proprietary quantitative platforms and external risk management systems such as BlackRock Aladdin, Bloomberg PORT to access and manage liquidity and market risk exposure sensitivity to interest rates, credit spreads, equity, foreign exchange, commodity and macroeconomic factors. * Explore new non-traditional datasets with incremental predictive power into existing risk and investment management process. * Work on enhancing distributed computing architecture leveraging cloud and on-premises technologies.
Skills & Experience Required
* The candidate should have a minimum of Masters Degree or PhD in a quantitative related field including statistics, mathematics, or quantitative finance * Strong programming background in multiple languages such as R, Matlab, Python, C++, C#, TSQL * Preferred distributed computing experience in Hadoop and Apache Spark architecture processing large datasets. * Experience developing quantitative investment systems with firm understanding of financial products * Must be a self-starter with the ability to work autonomously as well as in a team environment * Ability to operate in a deadline driven environment while multitasking and maintaining a strict attention to detail
In addition, the ideal candidate will be or have
* Possess excellent verbal and written communication skills to present to senior management and investment and risk teams * Be detail-oriented and able to prioritize tasks efficiently and independently
To succeed in the Guggenheim culture, candidates must be self-starters and strive for results. We are looking for people, who operate as business owners, adhere to the highest standards and think creatively to realize opportunities, wherever they may be.
Guggenheim Partners is an Equal Opportunity Employer committed to a diversified and inclusive workforce.