Senior Associate, Portfolio Risk (1351414057A9)
Core
Execute the firm's risk framework by conducting research on macro themes, running bespoke analytical models, and monitoring early warning indicators for a global investment portfolio.
Role type
Senior Associate, Portfolio Risk
Builds
Macro and thematic stress test scenarios, risk assessment data, and risk reports/dashboards for portfolio construction.
Domain
Sovereign Wealth Fund / Asset Management / Macro Risk
Deliverable
production ML models | dashboards & analysis
Required skills
Econometric modeling, Valuation methodologies (DCF), Financial market databases (Bloomberg, CapIQ), Python/R/SQL, Risk Management, Portfolio Management, Data analysis
Preferred skills
Programming proficiency (Python, R, SQL), Deep-dive vulnerability assessments
Responsibilities
Conduct research into emerging macro themes and geopolitical developments; Design and develop macro and thematic scenarios for stress testing; Independently update and monitor quantitative and qualitative risk indicators; Quantify and prepare reports on the potential impact of stress events.
Seniority
Mid-Senior, hands-on IC