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Risk and Quantitative Analyst

Viking Global Investors
Risk and Quantitative Analyst
New York, US
175,000 - 225,000
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Job Description

Viking Global Investors LP is a global investment firm founded in 1999. We manage more than $37 billion of capital for our investors across long/short, long-only, and liquid/illiquid strategies. We have approximately 280 employees and offices in Greenwich, New York, Hong Kong, London, and San Francisco.

LOCATION: 280 Park Ave, New York, NY


Viking Global is seeking a Risk and Quantitative Analyst to join its Risk Analytics team. The Risk Analytics team plays a vital role in supporting senior leadership, including the Chief Executive Officer, in the area of risk management and capital allocation. The candidate’s primary responsibilities will focus on risk-related portfolio analysis. Additional responsibilities include quantitative research related to risk management, portfolio construction, thematic market drivers and investment behavior, with the goal of helping the firm deliver superior risk-adjusted performance. The ideal candidate is a smart and creative problem solver who can articulate one’s ideas effectively to a diverse audience in a fast-paced environment.


  • Analyze portfolios to understand risk and performance drivers using fundamental factor models and proprietary analytics. Generate recommendations and reports for senior leadership and portfolio managers.
  • Conduct quantitative research and develop statistical/machine learning models to flag risks and identify investment opportunities.
  • Perform thematic research and create custom factors to quantify portfolio exposure to thematic risk.
  • Create proprietary economic and fundamental data sets; analyze economic issues and investment themes to provide insights to the firm and portfolio managers.
  • Identify investment behavior biases and quantify the PnL impact to help improve investment decision-making processes.
  • Work with developers to productionize quantitative research, analytical tools and risk reporting.


The ideal candidate will have:

  • A degree in a quantitative field such as statistics, computer science, engineering, mathematics or finance
  • 4-6 years of experience in the financial services industry in a quantitative field, preferably with experience in model development/review, risk modelling and portfolio optimization
  • Proficiency with Python and SQL
  • Experience analyzing large datasets using statistical models and machine learning techniques
  • Familiarity with risk factor models such as Barra and Axioma
  • Strong communications skills, including the ability to articulate complex ideas and concepts
  • Knowledge of financial databases such as Bloomberg, FactSet and Compustat is a plus

The base salary range for this position in New York City is $175,000 - $225,000. 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. For more information on our benefits, please visit

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

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