Cross-Asset Quant Risk Analyst (Python)

OCR Alpha in New York seeks a Quantitative Risk Analyst to join a leading hedge fund's team. This highly visible role exposes you to multi-asset portfolios across equities, commodities, rates, credit, and FX, working with diverse investment strategies and PMs. You will perform daily portfolio risk monitoring, factor-based VaR, stress tests and exposure analysis, and contribute to portfolio optimisation, hedging, and the enhancement of risk analytics infrastructure. #J-18808-Ljbffr