Risk Analyst – Investment Risk Reporting – Structured Products, CDO, CLO, ABS, MBS
JOB DESCRIPTION
We are working with the investment management arm of a top-tier financial institution. This team takes care of the company’s derivative and structured products books, and needs a technical talented risk analyst to continue the automation and enhancement of risk monitoring and reporting processes. While this is the main priority for this position, you will also be branch into further areas of risk management, thus gaining exposure to risk assessment, front office experience, presenting to sr. management, etc.
The team is well known for its collaborative environment and low turnover. If you are hungry to find a role where you can utilize your technical abilities and gain more exposure from an investment perspective, you are the type of candidate that this team is looking for.
Responsibilities:
- Lead in the efforts of automating and enhancing the risk monitoring and reporting processes of the derivatives/ structured products portfolio
- Gather data from in-house database, streams from 3rd party data vendors, and various other sources, and integrate into reports using SQL, Excel/ VBA macros, etc).
- Create automated, repeatable, and routinized reporting processes
- Interface with other business lines (analytics, asset management, traders/ front office, etc)
- Assist and learn from senior managers in assessing risk, setting risk limits, monitoring risk and trading activities, etc.
- Assist in the calculations of structured credit return on capital, modeling methodology development, and coordinate with global teams with same calculations
Requirements:
- Minimum Bachelors or Masters degree in computer science, engineering, econometrics, finance, etc.
- 3+ years of risk reporting experience (SQL database experience required)
- 2+ years of computer/technical experience in using databases, integrating data streams, producing reports
- Product knowledge/experience in structured products (CDO, CLO, ABS, MBS, etc)
- Computer skills: SQL, Excel, VBA; preferred platforms/ softwares: Intex, Trepp, MicroStrategy
- Excellent communication skills
- Eagerness to apply technical skills in risk management and to thrive in various areas of investment risk management
Keywords: risk reporting, investment risk, quantitative risk, risk quant, risk controls, buyside, structured products, structured credit, derivatives, portfolio risk, risk analytics, SQL, Excel, VBA, , USA
Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies
We Welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books.
Applying: risk.americas@gqrgm.com
Search Consultant: Kasey Churchill –please mention job title
Contact Telephone Number: 310-807-5030
Linked In: http://www.linkedin.com/e/vgh/1615777
Website: www.G-Q-R.com
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