Risk Analyst – Equities recruitment
Responsibilities:
• Contribute to the development of an effective and efficient risk monitoring and reporting infrastructure, including managing, gathering and analyzing data, conducting analysis, preparing reports, developing recommendations and exercising judgment. Including the development of methodologies to measure strategy-specific risk including long-only and hedging techniques such as long/short and option overlay strategies
• Develop and utilizes analytical resources required to support risk management through the use of Excel, Barra Aegis, FactSet, Bloomberg and others.
• Create custom historical and projected risk reporting and analysis packages for all strategies
• Communicate progress, issues, and solutions to senior management to obtain their input and/or buy-in as appropriate. Provide written and oral communication on the status of the projects.
• Work independently on production processes, which includes the generation of risk monitoring reports and performance reports used for weekly and monthly meeting or as needed. Interface with internal clients to ensure their needs are met within resource constraints.
• Focus continually on process improvement and automation by partnering with IT.
• Develop and maintain knowledge of financial markets, securities and general investment themes in order to bring an informed perspective to the risk management processes.
• Participate and/or lead special projects and perform other duties as assigned.
Requirements:
- Must have BS or BA
- CFA/FRM license preferred
- 8+ Years of risk analytics experience within the traditional asset management industry focusing on Equities (or Equities combined with additional products)
- Must have excellent quantitative experience, understand and be able to explain risk measures, VAR, tracking error, volatility, Beta, drawdowns and create scenario analysis.
- Superior Microsoft Excel, and Presentation skills are required and VBA / SQL, APL are a plus