|Title:||Quantitative Risk Analyst|
|Job Location:||Baltimore, Maryland - United States|
|Salary:||contact recruiter for details|
|Other Compensation:||Bonus of 35-45%|
|Employer Will Recruit From:||Nationwide|
Great opportunity to join a new Risk group from the ground floor at a major buy-side firm
The Fixed income Risk Analyst position is an integral role independent Investment Risk team that is accountable for identifying, measuring, monitoring, communicating about, and helping to mitigate (when warranted) portfolio risks managed by the firm’s Fixed Income division. The portfolios are comprised of both cash and derivative instruments across a wide range of investment strategies.
The Risk Analyst role reports to the Sr. Risk Manager leading the global fixed income risk function. The analyst will collaborate closely with other risk analysts within the Fixed Income Risk team as well as across Investment Risk.
• Day-to-day Risk Management Activities: Support the Fixed Income Risk team with the maintenance and development of fixed income risk reports, analytics, and dashboards.
Identification, measurement, monitoring, and communication of fixed income portfolio risks, including reviewing risk and performance reports on a regular basis, ensuring their accuracy, and delivering to internal clients; daily monitoring of changes to portfolios’ risk profiles; performing stress tests based on hypothetical and historical scenarios; collaborating with fixed income investment staff as needed.
• Ad-hoc Analysis: Perform ad-hoc data and quantitative analyses guided by Fixed Income Risk team members.
To be successful, the Risk Analyst must have:
• Master’s degree in a quantitative or scientific field such as quantitative finance, statistics, applied mathematics, operations research, engineering/computer science or physics
• A passion for risk management and a demonstrated interest in financial markets through academic background, work experience and/or outside activities
• Fixed income knowledge/experience
• Programming skills and experience (Python, R, MATLAB, SAS or related language)
• Data analysis skills (using Excel or above languages)
• Strong interpersonal skills with excellent communications skills
• High standards of work quality and integrity
• Strong organizational skills
• Enjoy working as part of a team in a collaborative environment
• Intellectually curious with a commitment to continuous learning
• Additional post-graduate study or a PhD in a quantitative field
• Completion or progress towards professional accreditations such as CFA, FRM, PRM, CAIA
• Risk management experience at an asset management firm
• Experience using MSCI’s Barra One or Risk Manager models for fixed income analysis/risk management and scenario analysis
• Experience using Bloomberg’s GRM or PORT models for fixed income analysis/risk management and scenario analysis
University - Bachelor's Degree/3-4 Year Degree