Risk Quantitative Analyst (New York, NY)

The D. E. Shaw group, a global investment and technology development firm with approximately US $30 billion in aggregate investment capital and an international reputation for financial innovation and technological leadership, seeks an exceptionally gifted individual for the role of Quantitative Analyst in its Risk group. The ideal candidate will have at least 2 to 3 years of experience in the Market Risk area of a Wall Street firm, money manager, or risk software vendor. The individual will be responsible for firmwide risk analysis and will work with individual portfolio managers on strategy-specific risk management. A Ph.D. in finance, mathematics, statistics, or econometrics is preferred. Exposure to systematic trading techniques is a strong plus, as is experience interacting with a trading desk or strategy managers. The role affords the exciting opportunity to help build a firmwide risk management infrastructure and to collaborate with some of the brightest minds in alternative asset management. Applicants should submit a resume and cover letter to DataShaping-RiskQuant@career.deshaw.com.

Members of the D. E. Shaw group do not discriminate in employment matters on the basis of race, color, religion, gender, pregnancy, national origin, age, military service eligibility, veteran status, sexual orientation, marital status, disability, or any other protected class.

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