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Investment Risk Analyst - Start-Up Fund

Employer
Analytic Recruiting Inc.
Location
New York, USA
Salary
Competitive
Closing date
Jun 15, 2022

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Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Responsibilities:
  • 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

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