Portfolio Construction Group, Risk Analyst
Risk Analysts analyze, understand, and interpret the risks being taken across the firm. Risk Analysts work closely with Risk Managers and Portfolio Managers to identify key risk exposures and performance drivers, define and monitor risk guidelines and develop quantitative analytics for risk estimation and management. Key Responsibilities
- Monitor risk exposures and proactively engage with the business to manage risk
- Aggregate information from a variety of sources and create detailed reports representing risk and portfolio construction
- Effectively communicate risk report information to and respond to risk-related inquiries from internal partners including the Client and Partner Group, Portfolio Committee, Marketing and Legal.
- Analyze and enhance the risk management framework
- Contribute to enhancements in firm-wide and fund-level risk monitoring and reporting
- Bachelor's degree or equivalent experience, preferably in computer science, engineering, finance, mathematics, operations research, physics, statistics or a related field
- Strong understanding of risk and statistics (SD, regression analysis) VAR, stress tests, tail exposure
- Proficiency with databases, SQL and programming (Python, R, Matlab)
- Excellent analytical and quantitative skills, with strong attention to detail
- Strong written and oral communication skills.
- Ability to manage multiple tasks and thrive in a fast-paced team environment
Opportunities available in Chicago, New York, London, Hong Kong About Citadel
Citadel is a global investment firm built around world-class talent, sound risk management, and innovative leading-edge technology. For a quarter of a century, Citadel's hedge funds have delivered meaningful and measurable results to top-tier investors around the world, including sovereign wealth funds, public institutions, corporate pensions, endowments and foundations.
With an unparalleled ability to identify and execute on great ideas, Citadel's team of more than 675 investment professionals, operating from offices including Chicago, New York, San Francisco, London, Hong Kong and Shanghai, deploy capital across all major asset classes, in all major financial markets.