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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 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.

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