Risk Analyst - Global Macro

Employer
Marlin Selection
Location
New York, USA
Salary
£60k - £80k
Posted
Nov 26, 2022
Closes
Dec 03, 2022
Ref
17920590
Job Function
Hedge Funds
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Reporting to the Chief Risk Officer, the Junior Risk Analyst will join a global risk team, and provide comprehensive quantitative pricing, statistical analysis, risk analysis and reporting services both within and outside the department.

The role will provide the opportunity to positively impact the efficiency, speed and resilience of risk systems and methodologies used throughout the firm. It also provides exposure to a wide variety of traded instruments, asset classes, risk/pricing methodologies, investment strategies and work alongside industry's most successful investment professionals.

RESPONSIBILITIES:

• Maintaining, enhancing and streamlining current risk generation and reporting infrastructure to dependably provide timely and accurate risk information to the Risk Team, Portfolio Managers and Senior Management.

• Appropriately assess the current structure of risk reporting and analytics and improve it using up-to-date technologies and resources (e.g., Python, Strata, FinCad, Tableau).

• Conduct research and implement libraries for pricing, Greeks, PL explain, stress testing, risk analysis and various ad-hoc research projects.

• Work with technology and Pricing & Analytics department to ensure that proper risk management technology needs are addressed and kept best-in-class

• Collaborate with Portfolio Managers and other Departments (Middle Office, Operations etc) to achieve a solid understanding of positions and market awareness in firm's significant exposures.

• Work will combine coverage of UK, US and Asia portfolio managers through daily reporting and global Risk team projects

REQUIREMENTS:

• 1-2 years of experience as a Risk or Investment/Trading Analyst at a bank or investment firm.

• Proficiency in programming, scripting, data analysis and reporting languages like Python, R, SQL, Tableau.

• Some exposure to the theory and practice of derivative pricing models, risk models, statistical methods and portfolio optimisation alongside the ability and motivation to develop this skillset.

• Strong academic background. A finance and/or other mathematically intensive concentration (Mathematics, Physics, Comp. Sci., Engineering or similar) preferred.

If you feel you can adhere to the above please apply stating your current remuneration, notice period and expectations
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