Job Information
Wolfe Research Quantitative Macro and Risk Analyst in New York, New York
Quantitative Macro and Risk AnalystDuties: Conduct global macro, economic forecast, policy (monetary, fiscal, and international trade) analysis, asset allocation, risk and portfolio construction research. Analyze client portfolios using quantitative models and interact directly with institutional investors to provide equity risk consulting services that incorporate macro insights. Innovate to deliver new research and quantitative frameworks that link equity portfolio risk with macroeconomic environment and interest rates, FX, credit, and commodities. Contribute to R&D to deliver new products and analytics to clients including risk models, factor crowding metrics, and stock-level macro sensitivities. Publish monthly updates to QES team’s macro models on US & Global economic forecasts, tactical asset allocation, sector/industry rotation, and equity style rotation. Review academic literature, write conference proceedings, research new datasets, update marketing presentations, produce product documentation. Work as part of team supporting the QES (Quantitative Research, Economics, and Strategy) macro research and risk solutions businesses. Pay attention to details and work independently under tight deadline.Requirements: Master’s Degree in Financial Engineering/Mathematical Finance, Computer Science, Engineering, Math/Statistics, or other quantitative field with 4 years’ experience as Quantitative Risk Analyst or related in quantitative risk management of investment portfolios. Experience must include: experience with cross asset and equity risk models, both fundamental models and statistical (MSCI Barra, Axioma, or other vendors); macroeconomics, econometrics/time series analysis, statistics, data science, financial markets, asset pricing, and behavioral finance; portfolio risk and return attribution, portfolio construction techniques (e.g., mean-variance optimization), and hedge frameworks.At Wolfe Research we feel passionately about equal pay for equal work and pay transparency is an integral practice for that. The compensation for this role is market competitive with a base salary range of $175,000-$200,000. We intend to offer the selected candidate a base salary within this range, based on non-discriminatory factors including but not limited to skill set, job-related experience, and location. In addition, we offer an annual discretionary incentive bonus and competitive employee benefits including: medical, dental and vision coverage; life, accident and disability insurance. Wolfe also offers paid time off packages that include vacation, sick days/leave, paid holidays and paid parental leave.
Minimum Salary: 175000 Maximum Salary: 200000 Salary Unit: Yearly