Job Title: Quantitative Analyst/Quant Dev-Risk

Location: New York, NY

Team: Risk / Quantitative Research

Role Overview

We are seeking a highly skilled Quantitative Analyst/Quant Dev with focus on Risk Management to join our New York–based hedge fund. The firm operates anon-pod, centralized investment platform with significant assets under management and a collaborative investment culture.

This role is critical to the development and enhancement of quantitative risk frameworks across multi-asset portfolios and works closely with senior Portfolio Managers, Trading, and Research teams.

The successful candidate will help drive firm-wide risk transparency and provide actionable insights that inform trading, portfolio construction, and capital allocation decisions.

Key Responsibilities
•
• Develop, implement, and maintain quantitative models to measure and monitor market, credit, liquidity, and tail risks across portfolios • Design and maintain risk metrics including VaR, CVaR, stress testing, scenario analysis, drawdown analysis, and factor-based risk attribution • Analyze portfolio exposures across equities, fixed income, and derivatives, with a cross-asset perspective • Partner closely with Portfolio Managers and Trading teams to provide real-time and forward-looking risk insights • Build and enhance tools and dashboards for risk monitoring, reporting, and escalation • Conduct ad hoc analyses related to portfolio construction, leverage, concentration, correlation dynamics, and hedging effectiveness • Validate and backtest risk models; assess assumptions, limitations, and performance under stressed market conditions • Support firm-wide risk governance, including risk limits, controls, and documentation • Stay current on market structure, quantitative risk methodologies, and evolving risk best practices

Required Qualifications
•
• Advanced degree (Master’s or PhD) in Mathematics, Statistics, Physics, Engineering, Computer Science, or a related quantitative field • 3–10 years of experience in buyside quantitative risk management • Strong understanding of financial markets and portfolio theory • Proficiency in Python • Experience with statistical modeling, time series analysis, and numerical methods • Ability to work with large datasets and develop production-quality analytics • Strong communication skills with the ability to explain complex quantitative concepts to investment professionals

Preferred Qualifications
•
• Strong knowledge of cross-asset derivatives (equity, rates, FX, credit, or commodity derivatives) significant plus
• Experience supporting discretionary or systematic hedge fund strategies in a non-pod environment • Familiarity with factor models and risk decomposition across asset classes • Experience with real-time risk systems • Prior involvement with institutional or firm-wide risk frameworks

What We Offer
•
• Competitive compensation including base salary and performance-based bonus • Opportunity to work at a sizable hedge fund with a centralized investment platform • Direct impact on portfolio and risk decisions at the firm level • Collaborative, high-performance culture • Access to senior investment professionals and cutting-edge quantitative research • Comprehensive benefits package

DTG Capital Markets

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