Quantitative Risk Analyst

Title: Quantitative Risk Analyst

  • Employer: Pine River Capital Management
  • Website: http://pinerivercapital.com/
  • Location: Minnetonka, MN
  • Job Description:

    Pine River Capital Management L.P. (“Pine River”) is a global asset management firm founded in 2002 by Brian Taylor to pursue opportunities in relative value trading.  Today we employ over 300 people globally and have grown to more than $12 billion AUM.   Pine River provides solutions to qualified clients across three actively managed platforms: hedge funds, separate accounts and publicly-listed investment vehicles.

    Position description:
    Pine River is seeking a Quantitative Risk Analyst to join our growing risk team in Minneapolis. The position reports to the Chief Risk Officer and is responsible for supporting a variety of risk functions:
    (1) Use quantitative skills and economic/financial intuition to identify and monitor risks across all portfolios and funds of the firm.
    (2) Work on stress tests and scenario analyses to improve the measurement of portfolio risks.
    (3) Perform statistical analyses of hedges and of portfolio returns.

    Requirements
    (1) A PhD in Finance or Economics from a top university with strong math and statistical skills. Any prior experience working in the financial markets a plus.
    (2) Strong understanding of financial securities and derivatives. Knowledge of MBS, structured products, and/or equity derivatives desirable.
    (3) Good working knowledge of a statistical package such as SAS, R, or Matlab. Other programming experience highly desirable.
    (4) Must have good communication skills, and enjoy working in a team environment.

  • Contact Details: Josh Ligon, Josh.ligon@prcm.com, 612.629.2470

Jump to menu

Main Navigation

Search the Site / Journal

Search Keywords

Search Tips

Members' Login

Credentials

Members' Options

Site Footer

View Mobile Version