Multi Asset Class Risk Analyst (LAM)

New York, USA
Apr 23, 2023
May 18, 2023
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Lazard Asset Management operates in 41 cities across 26 countries. Our investment personnel manage over US $250 billion across a wide range of global, regional and country-specific strategies - both traditional and alternative - in listed equity and fixed income. At Lazard Asset Management, we pride ourselves in balancing the feel of a small firm with the scale of a large global organization. Our entrepreneurial culture and flat management structure foster an environment in which good ideas can take flight, no matter where they come from.

Our Global Risk Team is looking for well-rounded Risk Manager to cover Multi Asset Class Strategies. In this exciting multi-disciplinary role, you will measure and manage various portfolio-related market risks, utilize sophisticated screening tools, and help develop factor analytics. You will work within our Investment group alongside other analysts, quants, and portfolio managers.

We'll trust you to:
  • Conduct risk measurement, management and reporting for internal and external purposes
  • Work with Portfolio team using sophisticated screening tools and to develop factor analytics
  • Effectively utilize current risk systems in place (Bloomberg PORT, FactSet, Algorithmics, Axioma) and recommend best in class solutions
  • Liaise with Portfolio Managers and IT Development team to continuously improve systems and tools
  • Recommend, develop and integrate ongoing risk management practices which include but not limited to asset allocation, hedge analysis, and factor screening
  • Develop white papers assessing risk in the markets or risk factors for various strategies
  • Absorb and digest complex information, analyze risk impact and escalate issues with clarity and confidence to Portfolio Management and Senior Management
  • You'll need to have:
  • At least 12 years of experience in Market Risk, and previous experience with Multi Asset class strategies spanning Equities, Fixed Income, & Commodities
  • Knowledge of Delta-1 and non-linear derivatives and proficiency in in derivative investments (Swaps, Options, futures etc.)
  • Exposure to quantitative factor models
  • Bachelor's degree in technical discipline preferred, such as Math, Physics, Engineering or Computer Science. Masters or PhD degrees also preferred
  • Advanced Excel skills and R, VBA or Python programming experience
  • Strong written communications skills, including ability to visually display quantitative information.
  • Strong verbal communications skills and comfort engaging all levels of firm management.
  • Diversity and Inclusion at Lazard

    Lazard is an intellectual capital business focused on delivering the best advice and solutions to clients. Achieving these objectives requires us to identify, develop and retain the best talent. A workforce comprised of people with varied backgrounds and experiences creates a rich diversity of thought that empowers us to challenge conventional wisdom, as diverse perspectives lead to better decisions.

    Our appreciation of diversity's strength is ingrained in our multi-cultural heritage. As a global firm that has grown organically from local roots in different countries, we have a deep tradition of respect for individual differences, which has been core to our success for several decades.

    The ongoing cultivation of diversity and an inclusive, equitable culture are essential to our continued growth. We are committed to sustaining an environment in which all employees - regardless of socioeconomic status, race, color, nationality, religion, gender, sexual orientation, physical abilities, veteran or military status - can bring their whole selves to work to maximize their individual potential and our collective success.

    We expect the base salary range for this role to be approximately $170,000 - 200,000 USD. Various factors contribute to determining the actual base compensation offered, including but not limited to the applicant's years of relevant experience, career tenure, qualifications, level of education attained, certifications or other professional licenses held, relevant skills for the role. Base salary is one component of Lazard Asset Management's compensation package, which also includes comprehensive benefits and may include incentive compensation.


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