Risk Quant Modeler

Senior Quantitative Risk & Pricing (Multi-Strategy Asset Manager)

New York

A global multi-strategy asset manager is seeking a senior quantitative professional to support portfolio construction, risk, and pricing across a diverse set of investment strategies
, with equities as a core asset class alongside credit, rates, and other markets. The role is closely aligned with investment teams and focuses on building scalable analytics used in real portfolio decision-making.

• Develop and maintain firm-wide risk and factor models across equity and multi-asset portfolios
• Support portfolio construction, risk decomposition, and stress testing across discretionary and systematic strategies
• Translate quantitative research into production-ready tools in partnership with engineering teams
• Contribute to pricing, liquidity, and exposure analytics across a broad range of instruments
• Partner with PMs, risk managers, and senior stakeholders on model design and interpretation

• Advanced quantitative background (Math, Engineering, Statistics, or related)
• Experience in risk, pricing, or portfolio analytics within asset management or adjacent platforms
• Strong Python skills and comfort operating in production environments
• Solid understanding of equities and familiarity with multi-asset investing
• Ability to work independently and influence across teams

If you are interested, please apply or send your resume to p and we can discuss in greater detail.