Risk Analyst

Responsibilities:
- Providing support to clients (mainly hedge fund risk managers) with regards to the content and the production of risk reports: answering queries on risk exposures, measures, scenarios, Value-At-Risk calculations and models used within the risk system.
- Reconciling client expectations with the numbers reported by our system using alternate systems such as Bloomberg and-or in house excel add in libraries. Identify and explain all observed discrepancies.
- Coordinating and actively participating in the setting up of new clients on the risk platform, configuring the risk engine to conduct the set of analyses as required.
- Meeting with clients to discuss-understand their requirements and help them to familiarize with the risk reporting tool.
- Working together closely with the risk development team to test and validate new pricing models and enhancements.
- Identify and address any adhoc issues regarding the production of risk reports or escalate to the appropriate team. Provide input and feedback for the continuous enhancement of the system.

Skills and Knowledge desired:
Education:
- Bachelors degree in quantitative studies plus experience in financial industry or
- Masters degree in Finance, Financial Engineering, Quantitative Finance, plus experiencelt;BRFinancial knowledge:
- Knowledge of cross asset class financial instruments modelling and pricing (equity-FX options, bonds, futures, interest-rate swaps, etc.)
- Understanding of risk management techniques, VaR approaches (Historical, Monte-Carlo) and sensitivity measures (option greeks, DV01...etc).
- Basic understanding of trading strategies across all major asset classes and hedge fund investment styles.
Client communication:
- Excellent communication skills are important, both written and oral
- Ability to communicate with clients in a clear and structured way
- Experience in a client facing role (eg consulting) would be an advantage
Technical skills:
- Good understanding of modern programming languages and database management concepts
- Knowledge of SQL
- Experience with production software environments would be an advantage
- Basic knowledge of Unix-Linux
- Familiarity with Bloomberg is a plus
- Familiarity with SAS is a plus
General skills:
- Logical reasoning and problem solving capabilities are essential
- Strong analytic skills
- Strong motivation to learn

A consultancy firm

50,000-70,000

Where specific UK qualifications are required we will take into account overseas equivalents.

Please quote Michael Page reference when applying Job ref:MPGX13253616

Michael Page International is a world leading recruitment consultancy.

September 22, 2012 • Posted in: General

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