Equity Risk Analyst
This person will will undertake risk and performance analysis of equity and balanced portfolios using quantitative methods and models; understand and interpret drivers of portfolio risk, develop independent view and prepare regular explanatory notes and reports highlighting areas of potential concern; work on ad-hoc quant projects regarding portfolio construction, portfolio style and any relevant market related issues as arising; work with fund management teams to help further understanding of risk in their portfolios; understand and conduct stress tests and be able to communicate results effectively; educate others where applicable on a variety of risk and risk related concepts; improve existing processes and look to develop new types of portfolio analysis.
Candidates should have a graduate degree in a quantitative discipline (statistics, econometrics, operations research, financial engineering, finance). Must have at least 5 years of direct experience in equities markets preferably in risk or quant capacity. Excellent Excel and programming skills (Matlab, VB/VBA) are required. Expertise in SQL and databases. This person should be familiar with market risk concepts (multi-factor models, regressions, time series analysis etc). Essential to have experience with commercial data vendors (Barra, Bloomberg, Risk Metrics, FactSet). Must be a team player and have excellent written and oral communication skills.
For more information or immedaite consideration pleaser refer to Job#TR1167 and submit your resume in Word format to: Resume@comprehensiverecruiting.com
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