Quantitative Risk Analyst

4 weeks ago


Montreal, Quebec, Canada ProViso Staffing Full time
Job Summary

We are seeking a highly motivated and experienced Quantitative Risk Analyst to join our team. The ideal candidate will have a strong background in quantitative finance, statistics, and machine learning, with a proven track record of developing and implementing risk models.

Key Responsibilities
  • Develop and maintain quantitative risk models to manage equity portfolios
  • Assist in the alpha forecasting process and the development of new quantitative equity strategies
  • Test models under different scenarios and use various modeling techniques
  • Collaborate with cross-functional teams to evaluate and monitor the impact of various strategies
  • Design, prototype, test, and document enhancements to existing forecasting models
Requirements
  • Proven proficiency in Python and related packages
  • Strong familiarity with SQL and relational databases
  • Strong command of foundations of applied statistics and linear algebra
  • Finance industry experience of 2 years
  • Ideally 2+ years of experience in a quantitative investment research or data science role
Preferred Qualifications
  • Knowledge of MATLAB and experience working with unstructured data
  • BARRA, APT
  • Knowledge or experience in multifactor equity or risk modeling, including multi-factor models Northfield or Axioma; risk management metrics and methods such as VaR and stress testing models
What We Offer

We offer a dynamic and collaborative work environment, with opportunities for professional growth and development. If you are a motivated and experienced Quantitative Risk Analyst looking for a new challenge, we encourage you to apply.



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