Quantitative Analyst/Associate - Investment Risk

The Quantitative Analyst/Associate will join Neuberger Berman’s Investment Risk group in our New York office, supporting independent risk oversight for the firm’s Equity, Fixed Income, Alternatives, and Multi-Asset Class strategies. This role is integral to the Multi-Asset Class Investment Risk team, focusing on risk measurement, attribution, and analysis for a range of portfolio management teams.

Requirements

• Provide day-to-day coverage and analysis of the investment strategies across asset classes for portfolio management teams.
• Maintain and run, both, regular and ad hoc risk, analytics and liquidity reports.
• Collaborate with and support investment, products, and operations teams on risk, performance analytics and liquidity issues.
• Perform ex-ante and ex-post portfolio risk, performance and attribution analysis, including scenario analysis and back testing as needed.
• Monitor regulatory liquidity risk requirements and assist with liquidity projects (i.e., model liquidity profiles for new funds/ETFs and new asset types).
• Prepare presentation materials for reviews with portfolio managers, senior management and the firm’s Investment Risk and Liquidity Committees.
• Solve complex risk management challenges in a largely autonomous fashion while collaborating with team members.
• Translate academic research and industry developments (buy-side research) into practical data driven insights that are implementable and actionable.
• Stay up to date on academic finance research and developments and present findings to team members.

Benefits

• Paid time off
• Medical/dental/vision insurance
• 401(k)
• Life insurance