Risk and Quantitative Analyst

Viking Global Investors LP is a global investment firm founded in 1999. We manage more than $50 billion of capital for our investors across public equity, private equity, and credit and structured capital investment strategies. We have more than 275 employees and offices in Stamford, New York, Hong Kong, London, and San Francisco.

Risk and Quantitative Analyst

Location:  New York, NY

Description:

POSITION: Risk and Quantitative Analyst

LOCATION: Viking Global Investors LP, New York, NY 

Viking Global Investors LP is a global investment firm founded in 1999.  We manage more than $50 billion of capital for our investors across long/short, long-only, and liquid/illiquid strategies.  We have approximately 275 employees and offices in Stamford, New York, Hong Kong, London, and San Francisco. 

Responsibilities may include, but are not limited to:

• Perform portfolio analysis and quantitative research focused on risk management, portfolio construction, thematic market drivers, and investment behavior to enhance the firm’s risk-adjusted performance.
• Analyze portfolio returns and risk by applying equity factor models to break down performance into various elements, including sector risk and stock-specific risk.
• Identify core return drivers (such as sector weightings or stock selection) and communicate insights to senior leadership and portfolio managers, recommending portfolio adjustments as needed.
• Assess and quantify investment behavior biases (e.g., trading patterns in winning vs. losing stocks) and evaluate the impact of these biases on performance through quantitative methods and behavioral insights.
• Design and implement statistical and machine learning models to identify and flag potential risks, such as detecting stocks influenced by retail trading trends or other market forces, utilizing advanced knowledge of statistics and Python programming.
• Conduct macroeconomic research to evaluate the effects of factors like inflation or other macro data on stock markets and sectors, developing models to quantify portfolio exposure to these variables and using SQL and Python for data management and analysis.
• Create and maintain proprietary economic and fundamental data sets (such as interest rates, manufacturing data, GDP, company financial metrics) to support analyses of economic trends and investment themes.
• Use these data sets to assess the impact of economic factors and investment strategies, including market outlook insights and asset allocation recommendations, which are shared with the firm and portfolio managers.
• Tools: SQL, Python, R, and Tableau.
• Authorized to work remotely up to one day per week.

Qualifications:

• Bachelor’s degree (U.S. or foreign degree equivalent) Statistics, Computer Science, Economics, Mathematics, or a related field plus four (4) years of experience in model development, risk modelling and portfolio analytics or a related field.
• Must include four (4) years of experience in/with:
  • Programming tools including Python, SQL, R and Tableau.
  • Analyze large datasets using statistical models and machine learning techniques (time-series, cross-sectional);
  • equity risk factor models such as Barra and Axioma;
  • financial databases:
  • Bloomberg, FactSet, Compustat, Capital IQ;
  • working with portfolio managers to analyze their performance and risk.

The base salary range for this position in New York, NY is $175,000 - $250,000. In addition to base salary, Viking employees may be eligible for other forms of compensation and benefits, such as a discretionary bonus, 100% coverage of medical and dental premiums, and paid lunches. Actual compensation for successful candidates will be individually determined based on multiple factors including, but not limited to, a candidate’s skill set, experience, education, and other qualifications.

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For more information on our benefits, please visit www.vikingglobal.com/life-at-viking/

Viking is an equal opportunity employer.  Questions about your candidacy and requests for reasonable accommodation in the recruitment process should be directed to recruiting@vikingglobal.com