1+ months

Portfolio Risk Analyst - Hedge Funds

New York, NY
  • Primary Location: United States,New York,New York
  • Education: Bachelor's Degree
  • Job Function: Research
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: No
  • Job ID: 18037039


CIM Alternative Investments is currently seeking a Portfolio Risk Analyst/Jr Portfolio Manager to further develop our quantitative methods to assist in both the construction and analysis of our comingled and custom hedge fund portfolios offered to clients of Citi Private Bank.  The position also offers the opportunity to work with the portfolio team on the servicing of client portfolios.  The portfolio team is part of Citi Private Banks Global Hedge Fund unit which works collaboratively with the research team that is responsible for the identification and ongoing monitoring of suitable hedge fund offerings for its approved list of managers.

Key Responsibilities / Duties:
       Perform statistical analysis of hedge funds/portfolios of hedge funds to identify drivers of returns and multi-factor correlations
       Support senior staff in research/quantitative/qualitative analysis of existing portfolios
       Monitor portfolio performance and risk to ensure adherence to portfolio and/or client mandate
       Identify sources of performance deviation from established benchmarks
       Work with portfolio managers to build hedge fund portfolio proposals that include both existing and proposed positions
       Produce comprehensive performance reports for both internal committees and external clients
       Assist portfolio team in executing hedge fund trades/working with operational teams to handle trade issues

       Create and run various simulations of fund and portfolio performance across different financial market environments


Work Experience / Knowledge:

       Excellent quantitative/statistics skills with an academic background in a highly quantitative field
       Advanced VBA and Excel skills to be used to develop quantitative tools to perform statistical analysis

       Experience using database (Access, SQL etc) technology and related query/reporting

       Strong understanding of financial markets and instruments

       Ability to translate quantitative data into meaningful interpretation for the benefit of the broader team
       Understanding of hedge fund strategies
       Strong communication skills and an ability to thrive in a team environment
       Detail oriented, self-starter that is capable of taking a project from inception to completion
       Experience in analyzing portfolio risk a strong +
Years of experience: 1-3
Education: Bachelors or Masters degree in a quantitative field, specialization in finance a +


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Portfolio Risk Analyst - Hedge Funds

New York, NY

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