Risk Management Analyst
Core
Develop bespoke analytical tools and simulation engines for multi-asset hedging assignments, supporting hedge advisory services for financial sponsors and portfolio companies.
Role type
Senior IC Risk Management Analyst (Hedging & Quantitative Modeling)
Builds
Bespoke analytical tools, multi-asset cross-correlated simulation engines, and standardized client deliverables for hedge advisory.
Domain
Financial Services / Hedge Advisory / Multi-Asset Hedging
Deliverable
production ML models
Required skills
Quantitative modeling, financial derivatives knowledge, interest rate strategy development, FX strategy development, simulation engine development, client relationship management, analytical tool integration
Preferred skills
Banking sector experience, corporate treasury experience, consulting experience focused on Hedge Advisory
Technologies
Custom analytical tools, simulation engines, PMC Analytics platform
Responsibilities
Develop multi-asset cross-correlated simulation engine, integrate bespoke analytical tools into PMC Analytics, enhance fund-level FX hedging capabilities, support consultants in multi-asset assignment delivery, develop interest and/or foreign exchange strategies
Seniority
Senior, hands-on IC
