
Senior Risk Analyst
16 hours ago
Key Responsibilities include:
- Risk & Investment Compliance:
- Provide comprehensive and high-quality risk measurement, quantitative analysis and reporting: Value-at-Risk, Stress-Testing & Liquidity;
- Risk modelling of financial instruments in MSCI Risk Metrics;
- Assist in miscellaneous risk-related tasks: support onboarding stream by mapping model portfolios, data collection for regulatory reports, securitization pre-trade check;
- Provide support to the Investment Compliance team: exceptions management and investigation, eligibility / transferability analysis.
- Data Management:
- Ensure the completeness of portfolios received from Fund Adminstrators;
- Mapping of unrecognized positions into the database: checking financial instruments and issuers, classification of non standard financial instruments;
- Perform sanity checks of the database / portfolios loaded, collect and aggregate data, follow up with Fund administrator of pending items.
- General:
- Improve efficiency and effectiveness of operating processes;
- Support junior team members (for the senior profile).
Requirements / Qualifications:
- Education and Knowledge:
- Bachelor and / or a Master degree in Finance, Engineering, Economics or equivalents;
- Participating in CFA / FRM programs would be considered an advantage;
- Sound understanding of risk measurement concepts such as VaR, Sensitivity and Stress testing;
- Extensive knowledge of financial instruments and their pricing methodology (equities, bonds, derivatives, structured products);
- Knowledge of MSCI Risk Metrics, Bloomberg or other data providers would be considered an advantage;
- Knowledge of VBA would be considered an advantage.
- Working Experience
- 2/4 years of experience in risk analytics domain;
- Experience with data quality checks and data manipulation in relation to financial assets.
- Personal:
- Ability to work within a team as well as on own initiative ;
- Strong organizational skills and detail orientation;
- Ability to conduct complex analysis and present data in a meaningful way;
- Strong quantitative orientation and analytical skills;
- Good communication skills, ability to interact with finance professionals;
- Highly motivated and fast learning individual.
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