Risk Analyst
Core
Monitor and ensure portfolios conform to established risk policy, perform risk analysis on portfolios and benchmarks, and deliver written memos and presentations to committees and fund boards.
Role type
Risk Analyst (Fixed Income)
Builds
Proprietary risk measurement approaches and mitigation strategies
Domain
Fixed income investments, investment management, regulatory environment
Deliverable
production ML models | dashboards & analysis
Required skills
Statistical programming, data analysis, quantitative analysis, risk modeling, fixed income instruments knowledge, derivatives knowledge, international markets knowledge, Python, R, SQL, Power BI, Tableau
Preferred skills
CFA or FRM designation, experience with BlackRock Aladdin, MSCI RiskMetrics, MSCI BarraOne, Bloomberg PORT
Technologies
Python, R, SQL, Power BI, Tableau, BlackRock Aladdin, MSCI RiskMetrics, MSCI BarraOne, Bloomberg PORT
Responsibilities
Monitor and ensure portfolios conform to established and approved risk policy, Perform risk analysis on portfolios and their benchmarks reporting on market, liquidity and concentration risk, Deliver written memos and presentations to committees and fund boards, Collaborate with investment teams in monitoring and managing portfolio risk, Contribute to the development of new products and investment solutions for clients, Maintain excellent knowledge of fixed income investments, investment processes, trading strategies, market characteristics and regulatory environment
Seniority
Junior to Mid-level, hands-on IC