risk analyst
Daily Responsibilities
- Monitor risk on a daily basis, leveraging reporting and analysis framework to identify and communicate important risk-related information to portfolio managers and management.
- Perform risk and performance studies using Excel and R, often moderate scripting and statistical analysis.
- Maintain ongoing understanding of market trends and concerns in the financial markets and be able to relate those to current positioning/strategies.
- Assist in the development and implementation of analytical risk models to provide insight into aspects of portfolio risk.
- Introduce new monitoring and reporting procedures and best practices.
- Build relationships with the trading desk and portfolio managers
Education:
Bachelor’s in finance, math, engineering, or a related technical field.
Experience:
5+ years of relevant work experience, preferably in Hedge Fund finance or risk management, in roles that frequently required scripting/programming and statistical analysis.
Requirements
- Knowledge of range of investment products and strategies, including interest rate and credit derivatives, and options.
- Moderate programming experience with a statistical package such as R.
- Strong Excel capabilities and ability to navigate and manipulate large data sets.
- Strong working knowledge and hands-on familiarity with a range of techniques to evaluate and represent market risk, including Historical Simulation, VaR, Scenario Analysis/Stress Testing, Greeks, Option profiles, etc.
- Strong understanding of how to interpret and utilize quantitative results from risk reporting efforts and communicate these effectively.
- Ability to use rigorous logic to solve difficult problems and determine effective solutions.
- Detail oriented, strong work ethic, ability to build relationships, and communicate effectively.
- Experience with RiskMetrics a plus.
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