Quantitative Risk Analyst

Employer
Isaacson Search Company
Location
Baltimore, USA
Salary
"$270 package"
Posted
Sep 09, 2020
Closes
Oct 09, 2020
Ref
8405924
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Academic background and work experience in programming and statistics as applied to financial markets. Strong programming skills are necessary for success in this position.

A cademic or work experience with fixed income as well as quantitative method

RESPONSIBILITIES

Day-to-day Risk Management Activities: Support the Fixed Income Risk team with the maintenance and development of fixed income risk reports, analytics, and dashboards.

Identification, measurement, monitoring, and communication of fixed income portfolio risks, including reviewing risk and performance reports on a regular basis, ensuring their accuracy, and delivering to internal clients; daily monitoring of changes to portfolios' risk profiles; performing stress tests based on hypothetical and historical scenarios; collaborating with fixed income investment staff as needed.

Ad-hoc Analysis: Perform ad-hoc data and quantitative analyses guided by Fixed Income Risk team members.

BS degree in a quantitative or scientific field such as quantitative finance, statistics, applied mathematics, operations research, engineering/computer science or physics and 5+ years of relevant experience

Master's degree in a quantitative or scientific field such as quantitative finance, statistics, applied mathematics, operations research, engineering/computer science or physics

A passion for risk management and a demonstrated interest in financial markets through academic background, work experience and/or outside activities

Fixed income knowledge/experience

Programming skills and experience (Python, R, MATLAB, SAS or related language) Data analysis skills (using Excel or above languages)

Strong interpersonal skills with excellent communications skills

High standards of work quality and integrity

Strong organizational skills

Enjoy working as part of a team in a collaborative environment

Intellectually curious with a commitment to continuous learning

Additional post-graduate study or a PhD in a quantitative field

Completion or progress towards professional accreditations such as CFA, FRM, PRM, CAIA

Risk management experience at an asset management firm Experience using MSCI's Barra

One or Risk Manager models for fixed income analysis/risk management and scenario analysis

Experience using Bloomberg's GRM or PORT models for fixed income analysis/risk management and scenario analysis