Risk Analyst – Intern recruitment
Description
The Research Engineering and Development (READ) Team is strongly embedded in the Fixed Income portfolio management Department. Its role is to help Portfolio Managers (PMs) in their decision making through portfolio risks and exposures analysis, and through the use of various tools (both external tools, and internally developed ones), including optimizers (portfolio construction). READ, including the PEG (Portfolio Engineering Group), is composed of close to ten persons located in Paris (mainly), London and Greenwich (USA).
- Reporting to Investment Risk Analyst, your main responsibilities will be the following:
- Follow up and maintenance of portfolio positions
- Analysis of portfolio Market exposures and risk factor exposures, ensure consistency,
- Provide measures of the impact of realized transactions, in terms of both market and accounting valuations, and in terms of capital consumption (Solvency II framework),
- Update of tools dedicated to transversal execution programs,
- Building of portfolios / transactions reporting for insurance clients, using various tools and files available.
- Develop tools to support Portfolio Manager’s decisions
The applicant will develop knowledge of the asset management world, in particular of the Fixed Income portfolio management for assets belonging to an Insurance company balance sheet. She/He will have to work with some portfolio manager’s tools and to analyse portfolio including a large spectrum of Fixed Income securities.
- What sort of profile are we looking for? (Please describe the sort of profile you are looking for including):
- Mathematics and/or Finance education: Engineering or Business School (2nd or 3rd year), University Masters or equivalent, with a good basic knowledge of Finance.
- IT data management (bloomberg or reuters) - Excel, VBA
- Good team work and interpersonal skills, rigor and ability to work in an autonomous manner
- Experience in Fixed Income Portfolio Management or Financial Markets will be a plus
Location: Paris