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Job Description
Structured overview of role & requirementsAbout This Role
Monitor and manage risk thresholds, alerts and exposures for investment portfolios, escalating significant risks to senior leaders.
Develop and implement quantitative projects and advanced analytical tools to assess portfolio risk drivers, factor exposures, and concentrations.
Collaborate with technology teams to enhance risk data quality and delivery of innovative risk analytics and models.
Minimum Requirements
2 to 3 years of financial industry experience; asset management analyst experience is a plus.
Proficiency in programming with Python or R, SQL, and quantitative model development.
Understanding of equity risk factor models such as Barra, Axioma, or Bloomberg required.
Bachelor’s or Master’s in Finance, Economics, Mathematics, Statistics, or Engineering from a top-tier institution.
Ideal Candidate Profile
Experience with equity asset class quantitative research and risk factor models, indicating strong domain expertise.
Ability to manage multiple quantitative research projects and deliver actionable insights under direction of senior team members.
Effective communication skills to engage with investment teams and senior risk leaders for risk escalation and reporting.