Risk Analytics Specialist
Risk Analytics Specialist
- Job Type: Permanent
- Location: United States
Salary OR Rate:
$90k
Job description:
Become part of our Risk & Quantitative Research team, contributing to the assessment, measurement, and management of portfolio risk, particularly in interest rates. You will evaluate investment strategies, enhance risk systems, and create tools that support portfolio construction and risk oversight, providing insights to senior management and investment teams.
Requirements:
- Advanced degree (Master’s or higher) in quantitative finance, mathematics, statistics, engineering, or computer science
- 3+ years of experience in quantitative research, trading, or risk management, preferably in macro products, rates, or FX
- Deep understanding of pricing methodologies, risk metrics, and portfolio-level risk aggregation
- Skilled in SQL and quantitative programming (Python, R, MATLAB) with experience handling large datasets
- Effective communicator, able to collaborate with portfolio managers and stakeholders
- Strong analytical capabilities, meticulous attention to detail, and able to manage multiple priorities independently
Responsibilities:
- Examine portfolios to uncover key risk factors and performance contributors
- Work closely with senior risk managers, portfolio managers, and analysts on limits, tail risk, and portfolio structuring
- Build and refine stress testing, Value at Risk, and macro portfolio limit frameworks
- Conduct research to create innovative risk management solutions and implement prototypes into production
- Collaborate with technology and valuation teams to maintain accurate and reliable risk models