Insight Global is seeking a Vice President of Portfolio and Quantitative Analytics to play a critical role in supporting and overseeing quantitative and risk management functions within our client, an asset management firm located in New York City. You will be responsible for developing and implementing effective risk management strategies, programming models, reports, and procedures across client portfolios, market research, and technology solutions. You will be responsible to:
-Develop and maintain models and tools to identify and monitor portfolio risk factors, stress test portfolios, and ensure compliance with risk management guidelines.
-Proactively monitor market conditions and perform scenario analysis to assess potential impacts on portfolio risk exposures and recommend necessary adjustments.
-Participate in portfolio and investment decisions and contribute to the development of investment strategies, asset allocation models, privates modeling and risk management frameworks- incorporating quantitative research insights.
-Utilize advanced statistical techniques and quantitative models to assess portfolio and investment risk, estimate potential returns, and optimize portfolio construction in order to deliver performance attribution analysis, factor-based exposures, and portfolio optimization.
-Stay updated on the latest industry trends and research advancements in risk management, quantitative analysis, and portfolio construction methodologies.
-Collaborate with other groups within the Firm to offer quantitative support and industry specific input.
-Support the Investment Team with quantitative research and analysis of investment opportunities across various asset classes, including equities, fixed income, and alternative investments (privates and real assets) with a strong focus on risk management and portfolio construction.
-Evaluate and implement risk management techniques, such as hedging strategies, derivatives, and asset allocation adjustments, to mitigate portfolio risks and enhance risk-adjusted returns.
We are a company committed to creating inclusive environments where people can bring their full, authentic selves to work every day. We are an equal opportunity employer that believes everyone matters. Qualified candidates will receive consideration for employment opportunities without regard to race, religion, sex, age, marital status, national origin, sexual orientation, citizenship status, disability, or any other status or characteristic protected by applicable laws, regulations, and ordinances. If you need assistance and/or a reasonable accommodation due to a disability during the application or recruiting process, please send a request to
HR@insightglobal.com. The EEOC "Know Your Rights" Poster is available
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-5-10 years experience in a risk management, analytical, or quantitative role, particularly within the asset allocator and wealth management space
-Experience in risk management, quantitative research, or a related role within the wealth management industry
-Strong understanding of risk management principles, quantitative modeling techniques, and statistical analysis.
-High proficiency in programming languages such as R or MATLAB for quantitative research, data analysis, model implementation and creation of interactive dashboards
-Strong ability to access, manipulate, and clean large data sets from various databases and sources
-Experience with risk modeling software, quantitative analytics platforms, and market data providers (e.g. Bloomberg)
-Familiarity with risk measurement methodologies (e.g., VaR, stress testing, factor analysis) and risk management frameworks (e.g., risk budgeting, risk-adjusted performance metrics)
-Knowledge of financial derivatives, options pricing models, and portfolio optimization techniques
-Excellent problem-solving and critical-thinking skills, with the ability to analyze complex data sets and draw meaningful insights
-Strong communication and presentation skills, with the ability to explain quantitative concepts to non-technical stakeholders
-Bachelor's degree in finance, economics, mathematics, statistics, or a related field
-Demonstrates a strong interest in working on a wide range of problems related to diverse asset classes and investment strategies
-Understanding or interest in learning about alternative asset classes
-Advanced degree (e.g., MBA, MSc) with a focus on quantitative finance or risk management is preferred
-Professional certifications such as FRM, CQF, or CFA
Benefit packages for this role will start on the 31st day of employment and include medical, dental, and vision insurance, as well as HSA, FSA, and DCFSA account options, and 401k retirement account access with employer matching. Employees in this role are also entitled to paid sick leave and/or other paid time off as provided by applicable law.