Risk Analyst
Core
Build and maintain an integrated risk measurement infrastructure for ex-ante market and liquidity risk monitoring across global funds.
Role type
Risk Analyst (Market & Liquidity Risk)
Builds
Global risk measurement platform (MSCI RiskMetrics) and regulatory risk models
Domain
Asset Management / Financial Risk
Deliverable
production ML models | dashboards & analysis
Required skills
Market risk analysis, Liquidity risk analysis, VaR, Volatility, Tracking Error, Financial instruments pricing, Derivatives pricing, SQL, Python
Preferred skills
BarraOne, Blackrock Aladdin, Axioma
Responsibilities
Monitor, analyze and report market risk, liquidity risk, and leverage; Provide comprehensive portfolio risk measurement and reporting; Collaborate with global Risk Measurement teams to improve platform efficiency; Provide expert support for quantitative/qualitative portfolio analysis; Ensure activities align with Conduct principles.
Seniority
Mid-level, hands-on IC
