Investment Risk Analyst - Start-Up Fund
- Employer
- Analytic Recruiting Inc.
- Location
- New York, USA
- Salary
- Competitive
- Closing date
- Jun 15, 2022
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
You need to sign in or create an account to save a job.
Responsibilities:
Requirements:
Keywords: Multi-Asset, Risk Manager, Emerging Markets, Corporate Credit, Small Cap Equity, Fixed Income, Risk Reporting, Portfolio Construction
Please send resume to Jim Geiger jeg@analyticrecruiting.com
- Identify, Assess, Measure, and analyze risk, attribution, and performance across the firm's Global Equity and Fixed Income Portfolio's including cash and derivative investments in US, European, and Emerging Market products.
- Work with a small quantitative team to help automate market risk reports and apply multi-factor models for Portfolio Construction, Research, and Risk Management.
- Use Multi-Factor Models to identify and measure investment risk across global investment strategies (Axioma, Northfield, Bloomberg PORT, and Barra).
- Identify, Analyze and Present portfolio risk and attribution analytics to the investment team and to external clients
- Must be able to understand and explain the drivers of P&L changes and risk exposure
- Provide insights into the risk exposures, risk concentration, and tail risk using Bloomberg risk applications
- Perform in-depth analysis to better understand portfolio performance based on exposures to risk factors
- Work directly with Portfolio Managers to provide risk analysis that will improve portfolio construction
- Use big data analytics (Python and R) to better understand sources of risk and returns
- Work with IT to develop real-time risk dashboards that can be used by PM's and senior management
- Monitor, analyze, and communicate daily changes in the risk profile of the firm's long-only and long-short portfolios
- Provide accurate and timely risk information to both internal managers and external clients
Requirements:
- 5+ years of quantitative risk management experience
- Must have multi-asset risk management experience (long/short equity funds, High Yield corporate credit funds, and Emerging Markets funds).
- Must have current and strong market risk management experience
- Must have: multi-strategy experience
- Experience extracting and manipulating data from Bloomberg Port and other vendor products
- Nice to have: Programming skills, [Matlab, Python, R]
- Superior communication skills required to work directly with PM's
- Ability to work in a time-sensitive trading room environment
Keywords: Multi-Asset, Risk Manager, Emerging Markets, Corporate Credit, Small Cap Equity, Fixed Income, Risk Reporting, Portfolio Construction
Please send resume to Jim Geiger jeg@analyticrecruiting.com
You need to sign in or create an account to save a job.
Sign in to create job alerts
Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.
Create alert