Global Reporting & Risk Measurement Analyst
Black River Asset Management, a wholly owned subsidiary of Cargill, is an independently operated asset management company with offices in ten countries. Black River provides qualified investors with alternative investment strategies. Black River offers a wide range of investment products supported by experienced investment professionals, rigorous risk processes and a well-established global infrastructure.
Black River is currently seeking an Analyst for its Global Reporting Risk Measurement department. The Analyst will play a key role in the daily risk measurement process working closely with team members and Risk Managers to ensure positions are correctly reflected and risk measures are completed in an accurate and timely manner. In addition, the analyst will help ensure accuracy of position, performance, and risk related data in various Black River systems and databases. The ideal candidate will have an interest in financial markets with strong analytical and problem solving skills. The position requires a quick learner willing to take initiative and multi-task to meet competing deadlines.
Position Description:
- Responsible for daily Value at Risk (VaR) measurement for a number of Black River Hedge Funds
- Review/reconcile position to Trader’s reported position
- Review daily prices used in VaR calculation for completeness/accuracy
- Gather historical prices on new products traded
- Run and verify daily VaR measure
- Work with Sr. Analysts and respective Risk Manager to resolve any issues
- Support Sr. Analysts in their daily VaR process
- Data Management and Reporting Support
- Input, validation, and reconciliations to various systems and databases
- Support team in fund and investor related reporting
- Daily review and notification of limit breaches
Required Qualifications:
- 4 year degree in Accounting, Finance, Economics, Math, or related field
- Strong Excel skills and experience working with databases
- Strong problem solving and analytical skills
- Extreme attention to detail
- Ability to learn quickly and adapt to multiple systems and processes
- Familiarity with various securities including equity, fixed income, derivative and commodities
- Excellent organization skills with the ability to multi-task and prioritize time-sensitive tasks
- Excellent written and verbal communication skills
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