MIO Partners, Inc. (MIO) needs to manage its portfolio's market exposure, assess financial risks of investments, and reduce risk where appropriate, while improving risk estimates, reports, systems, and automation for its SMA platform and hedge fund investments.
Requirements
- 3 years of significant use of Python or similar.
- Understanding of financial instruments, portfolio management, risk concepts (e.g., beta, VaR, stress tests, liquidity), and timeseries analysis (e.g., imperfect data, multicollinearity, and non-stationarity).
- Experience with RiskMetrics (or similar) is a plus.
Responsibilities
- Take ownership of and improve our risk estimates (market, factor, funding, liquidity), reports, systems, and automation. This includes a combination of daily monitoring, new research, and enhancing our frameworks.
- Monitor the portfolio and managers relative to our risk appetite and the optimal tradeoff between risk and return.
- Assist the CIO, CRO, and Portfolio Managers in selecting hedges.
- Build models, tools, and visuals for risk and investment decisions.
- Find and fix issues related to data or models (e.g., unrealistic/outlier results) that would have a material impact on our decisions.
- Implement solutions that scale.
- Use sound coding practices.
Other
- Bachelor’s or higher in math, statistics, physics, CS, engineering, economics, finance, or similar.
- 3-6 years of experience in a comparable role, ideally at a hedge fund (or similar).
- Broad experience across asset classes and investment strategies is a plus.
- Strong problem-solving, communication, ownership, attention to detail, collaboration, and prioritization.
