Senior Analyst, Portfolio Market Risk
The Global Risk Management team is an integral part of the Asset Management business at our client. The Team works closely with all departments and all trading desks to oversee the risk of a $10B multi-strategy, multi-fund portfolio. Following an active risk management approach, the team analyzes, monitors and manages risk exposures to global markets of interest rates, credit, equity, securitized products, mortgages and foreign exchange. Growing responsibility requires us to add a new member to offer improved coverage and analytical power to our business, especially in securitized products.
- Help build and maintain quantitative risk models and risk methodologies for multi-strategy, across-market portfolios
- Analyze historical time series, conduct regression analysis, value-at-risk analysis and stress scenario analysis
- Analyze trading ideas using fundamental and analytical approaches to provide forward looking risk profile and performance projection
- Analyze and monitor real time risk exposures
- Help manage market data and pricing models for derivatives
- Prepare reports and provide advices to CIO and trading desks on risks, research and market events
- Rigorous academic training in quantitative finance, graduate degree in related fields required.
- High level of quantitative and analytical skills, ability to apply mathematical and statistical methods
- Knowledge of financial markets, financial modeling and fixed income, useful knowledge of mortgages and previous experiences of securitized products preferred.
- 5 or more years understanding of risk management, related work or intern experience preferred
- Programming skills in R, SQL, VBA and/or C++