Risk Analyst Job Description

Job summary

The Risk Analyst reports to the Head of Risk Operations as part of the Risk team. The Risk team is responsible for developing risk policy and providing risk oversight across investment portfolios. This role will ensure compliance with established risk policy as well as assist in identifying, measuring, monitoring and mitigate risks impacting portfolios managed by the firm’s trading business.

Duties & Responsibilities

• Monitoring and ensuring portfolios conform to established and approved risk policy.
• Partnering with trading and operations teams to ensure compliance with approved risk limit frameworks.
• Performing risk analysis on portfolios and their benchmarks, reporting on market, liquidity, and concentration risk.
• Accurately evaluating risks under both normal and stressed market conditions using both vendor and proprietary tools.
• Presenting portfolio risk and performance analysis to senior leaders across the firm.
• Developing solutions that can be scaled across numerous portfolios as well as proprietary risk measurement approaches and mitigation strategies.
• Collaborating with investment teams in monitoring and managing portfolio risk.
• Providing risk analytic insight that enhances the investment process.

Skills

Requirements & Skills

• Minimum of 2 to 5 years of experience in the investment management industry.
• Understanding of financial instruments for FX/Equity asset class including derivatives and a familiarity with international markets highly preferred.
• Understanding of risk models and methodologies. Experience with one or more of the following systems preferred: BlackRock Aladdin, MSCI Risk Metrics, Bloomberg PORT.
• Bachelor’s or master’s degree in a quantitative field such as quantitative finance, statistics, mathematics, operations research, engineering, or computer science.
• Work toward a CFA or FRM designation preferred.
• A passion for risk management and a proven interest in financial markets through work experience and outside activities.
• Knowledge of Python, R, SQL as well as Power BI or Tableau
• Strong statistical programming and data analysis skills.
• Strong quantitative and analytical skills.
• Excellent communicator with the ability to explain sophisticated ideas clearly and expertly to non-technical/non-quantitative audiences.