Hi,
I'm starting a new position working as a quant analyst in the investment risk modeling team of a top tier buyside institutional investor.
The main responsibilities are modeling and analyzing the risk for the entire fund. All models are built in-house from scratch using Matlab, VBA, Python etc. The fund includes equities, fixed income, commodities but also various alternatives such as infrastructure, real estate and PE. We also build and run stress tests and macroeconomic scenario analyses to help with portfolio construction.
Before this, I worked as a quant risk analyst at a fixed income fund for about a year after graduating. I passed CFA level 1 and 2 and plan to write the third.
My career goal is to become a portfolio manager, especially at a quant or global macro fund. Would that be realistic given my background? Would this new position take me further away from that goal?
I'm starting a new position working as a quant analyst in the investment risk modeling team of a top tier buyside institutional investor.
The main responsibilities are modeling and analyzing the risk for the entire fund. All models are built in-house from scratch using Matlab, VBA, Python etc. The fund includes equities, fixed income, commodities but also various alternatives such as infrastructure, real estate and PE. We also build and run stress tests and macroeconomic scenario analyses to help with portfolio construction.
Before this, I worked as a quant risk analyst at a fixed income fund for about a year after graduating. I passed CFA level 1 and 2 and plan to write the third.
My career goal is to become a portfolio manager, especially at a quant or global macro fund. Would that be realistic given my background? Would this new position take me further away from that goal?