Senior Market Risk Analyst (LH-BPO)
About the position
Responsibilities
• Develop, Maintain and enhance daily risk modeling/monitoring processes and meet frequently with clients to discuss your findings and recommend trades to reduce risk if appropriate. • Review, produce and deliver recurrent and ad-hoc risk reporting/analyses. • Monitor liquid alternatives (multi-strategy hedge funds) through the firm's Managed Account Platform
• Generate attribution analyses through a factor modeling framework. • Understand and calculate VAR, stress testing (standard and custom) and generate custom reports for clients to ensure accounts are operating within the desired drawdown profile.
• Work with the portfolio management team on risk optimization and portfolio construction questions. • Design and implement custom or standard hedges. • Design the risk limit framework for firm investments. • Understand key risk characteristics of the seven main alternative asset classes --- equities, currencies, bonds, credit, commodities, volatility and private markets. • Monitor many accounts daily at the position level and be prepared to review all accounts daily in response to unfolding events in the market.
• Use custom modeling to handle instruments that are bespoke or not covered by standard risk systems (e.g. exotic options or reinsurance products). • Understand and map the liquidity profile of various asset classes under different conditions. • Understand margin usage and the provision of adequate excess margin buffers in different asset classes or levered portfolio structures. • Use AI to enhance and augment existing processes e.g. in bringing traditional risk measures to intra-day data. Requirements
• CS, Engineering, Mathematics, Finance or Business with quantitative coursework (economics or statistics) and a deep understanding of Financial Markets and Alternative Investments.
• 3+ years of experience with a Hedge Fund, Investment Firm, Finance-related software vendor, or hedge fund administrator's operations department preferred, but not required
• Ability to use mainstream risk management tools like RiskMetrics, Axioma or Bloomberg Port
• Deep understanding of capital markets and asset class characteristics with CFA preferred
• Motivated self-starter with an appetite for knowledge. • Strong organizational skills with the ability to set, organize and meet priorities. • Excellent verbal and written communication skills and the ability to interact with clients and credit officers regarding the performance and risk of investments.
• The ability to work independently as well as with others in a small, energetic environment. • High level of initiative and critical thinking skills. • High integrity with the ability to maintain confidentiality
Benefits
• Hybrid Work Model & a Business Casual Dress Code
• 401k Matching Program
• Professional Development Reimbursement
• Flexible Personal/Vacation Time Off, Sick Leave, Paid Holidays
• Medical, Dental, Vision, Employee Assistance Program, Parental Leave
• Committed to Welcoming, Celebrating and Thriving on Diversity
• Hands-On, Team-Customized, including SS&C University
• Discounts on fitness clubs, travel and more!
• health
• dental
• 401k plan
• tuition and professional development reimbursement planApply Now
Apply Now
Responsibilities
• Develop, Maintain and enhance daily risk modeling/monitoring processes and meet frequently with clients to discuss your findings and recommend trades to reduce risk if appropriate. • Review, produce and deliver recurrent and ad-hoc risk reporting/analyses. • Monitor liquid alternatives (multi-strategy hedge funds) through the firm's Managed Account Platform
• Generate attribution analyses through a factor modeling framework. • Understand and calculate VAR, stress testing (standard and custom) and generate custom reports for clients to ensure accounts are operating within the desired drawdown profile.
• Work with the portfolio management team on risk optimization and portfolio construction questions. • Design and implement custom or standard hedges. • Design the risk limit framework for firm investments. • Understand key risk characteristics of the seven main alternative asset classes --- equities, currencies, bonds, credit, commodities, volatility and private markets. • Monitor many accounts daily at the position level and be prepared to review all accounts daily in response to unfolding events in the market.
• Use custom modeling to handle instruments that are bespoke or not covered by standard risk systems (e.g. exotic options or reinsurance products). • Understand and map the liquidity profile of various asset classes under different conditions. • Understand margin usage and the provision of adequate excess margin buffers in different asset classes or levered portfolio structures. • Use AI to enhance and augment existing processes e.g. in bringing traditional risk measures to intra-day data. Requirements
• CS, Engineering, Mathematics, Finance or Business with quantitative coursework (economics or statistics) and a deep understanding of Financial Markets and Alternative Investments.
• 3+ years of experience with a Hedge Fund, Investment Firm, Finance-related software vendor, or hedge fund administrator's operations department preferred, but not required
• Ability to use mainstream risk management tools like RiskMetrics, Axioma or Bloomberg Port
• Deep understanding of capital markets and asset class characteristics with CFA preferred
• Motivated self-starter with an appetite for knowledge. • Strong organizational skills with the ability to set, organize and meet priorities. • Excellent verbal and written communication skills and the ability to interact with clients and credit officers regarding the performance and risk of investments.
• The ability to work independently as well as with others in a small, energetic environment. • High level of initiative and critical thinking skills. • High integrity with the ability to maintain confidentiality
Benefits
• Hybrid Work Model & a Business Casual Dress Code
• 401k Matching Program
• Professional Development Reimbursement
• Flexible Personal/Vacation Time Off, Sick Leave, Paid Holidays
• Medical, Dental, Vision, Employee Assistance Program, Parental Leave
• Committed to Welcoming, Celebrating and Thriving on Diversity
• Hands-On, Team-Customized, including SS&C University
• Discounts on fitness clubs, travel and more!
• health
• dental
• 401k plan
• tuition and professional development reimbursement planApply Now
Apply Now