Cross-Asset Risk - Investment Management - Vice President
Core
Conduct analysis of investment risk, liquidity, and counterparty risk for Money Market Funds and public MSIM Funds, supporting regulatory initiatives and reporting.
Role type
Senior IC quantitative risk analyst (investment management)
Builds
Risk monitoring reports, liquidity models, and regulatory compliance deliverables for fund boards and committees
Domain
Asset management / Financial risk
Deliverable
dashboards & analysis
Required skills
Data analysis, SQL, Python, R, Microsoft Excel, Aladdin, Bloomberg Terminal
Preferred skills
Asset management industry experience, quantitative background
Technologies
Aladdin, Bloomberg Terminal, SQL, Python, R
Responsibilities
Analyze counterparty risk across portfolios, conduct liquidity analysis and stress testing, support regulatory initiatives (SEC Rules 18f-4, 22e-4), liaise with IT to enhance risk reporting, present risk results to PMs and Boards, develop and automate risk monitoring reports.
Seniority
Senior, hands-on IC
