Senior Investment Analyst - Portfolio Risk

at; Österreich; Hybrid; EUR 70 000 - 90 000; Vollzeit

Zusammenfassung

A leading investment firm in Austria is looking for a Senior Investment Analyst - Portfolio Risk to develop and maintain risk models and analytics. The successful candidate will support risk management across multi-asset classes and require strong experience in investment risk roles, including technical skills in Python and MATLAB. This position offers flexible hybrid working and additional leave entitlements.

Leistungen

Additional leave

Professional development funding

Health and wellbeing programs

Financial planning support

Qualifikationen

• Experience in investment risk management and portfolio positioning.
• Sound understanding of various asset classes and macro influences on markets.
• Technical skills including Python, Matlab, R, Excel, and Visual Basic.

Aufgaben

• Support the development and maintenance of ex-ante risk models for multi-asset classes.
• Perform portfolio risk mapping, stress testing, and scenario analysis.
• Maintain a long-term risk budgeting model and assist with risk dashboards.
• Research volatility, correlation, and return distribution profiles.

Kenntnisse

Investment risk management

Portfolio positioning

Python

Matlab

R

Excel

Visual Basic

Jobbeschreibung

Overview

The Senior Investment Analyst - Portfolio Risk plays a key role in the Portfolio Design team by supporting the development and maintenance of high-quality risk models and analytics to monitor, stress and inform investment risk taking.

In this role you will support the whole of fund multi-asset class ex-ante risk models, including portfolio risk mapping, stress and scenarios testing, and risk playbooks. You will maintain a comprehensive long-term risk budgeting model and assist with customised risk dashboards to succinctly convey both qualitative and quantitative risk settings for each Investment Option available to our members.

Responsibilities

• Support the development and maintenance of ex-ante risk models for multi-asset classes across the fund.
• Perform portfolio risk mapping, stress testing, and scenario analysis; contribute to risk playbooks.
• Maintain a long-term risk budgeting model and assist with customised risk dashboards to communicate risk settings for each Investment Option.
• Research volatility, correlation and return distribution profiles; assist with option-specific DAA or risk overlay trades to manage near-term exposure, peer and regulatory risk.
• Contribute to the development of capital market assumptions, portfolio stress testing, scenario modelling, cash flow and liquidity modelling.

About You

With strong experience in an investment risk role, you will have a working knowledge of investment risk management, especially as it relates to portfolio positioning, and you will have a sound understanding of different asset classes and the influence of economic data and policies on financial markets.

Qualifications / Skills

• Experience in investment risk management and portfolio positioning.
• Sound understanding of various asset classes and macro influences on markets.
• Technical skills including Python, Matlab, R, Excel, Visual Basic.
• Experience researching, analysing and presenting investment findings and asset allocation recommendations in both written and verbal formats.

Benefits

• Leave for moments that matter: additional leave, paid volunteer leave, parental leave, gender affirmation leave, cultural and ceremonial leave, long service leave options, and other leave entitlements.
• Professional development: up to $5k per year, up to 8 days professional development leave, scholarships and access to premium learning tools.
• Health and wellbeing: free annual flu shots and skin checks, social events, employee assistance program 24/7.
• Financial wellbeing: up to 15% super, financial planning support, end-of-year benefits, employee referral program and novated lease options.

We celebrate, value and include people of all backgrounds, genders, identities, cultures and abilities. We welcome applications from First Nations people, diverse communities and all ages. We are proud to be WGEA accredited as an Employer of Choice for Gender Equity.

We want all candidates to feel safe, included and supported. If you require reasonable adjustments during your application or recruitment process, please reach out to the Talent team.

Please note: Applications via recruitment agencies will not be accepted for this position.

Role Context

Key front office role supporting the development and maintenance of risk models and analytics to monitor, stress and inform investment decision making. Flexible hybrid working; enhanced leave entitlements.