Risk Analyst

Arena Investors, LP; Bengaluru; On-site; INR 800,000 - 1,200,000; Full time

Job summary

Arena Investors, LP is looking for a quantitative analyst to support their risk management team in Bengaluru, India. This role requires 2-5 years of experience in financial markets with strong expertise in fixed income and credit products. Responsibilities include conducting data analysis, calculating risk capital, and preparing portfolio presentations. Proficiency in bond math, advanced Excel, and familiarity with Bloomberg is essential. Good communication skills are necessary as most colleagues are based in the US and London.

Qualifications

• 2 - 5 years' experience in financial markets as a desk quant, researcher, or trading assistant.
• Strong familiarity with fixed income, credit, and foreign exchange products.
• Willing to communicate during parts of New York hours.

Responsibilities

• Conduct quantitative and data analysis for risk management.
• Calculate risk capital for the business.
• Prepare portfolio analysis and charts for presentations.

Skills

Quantitative and data analysis

Bond math skills

Advanced Excel macros

Strong communication skills

Tools

Bloomberg

Aladdin portfolio management system

Job description

Responsibilities

• Supporting risk management team by conducting quantitative and data analysis on the existing portfolio, new trades, and instruments across all asset classes, cash and derivatives, specifically in fixed income and credit (single-name and structured); tasks may also include risk management's support of front office
• Calculating risk capital for the business
• Preparing portfolio analysis and charts for presentations, on both ad-hoc and weekly routine basis; tasks include occasional mundane "number crunching"
• Becoming familiar with annuity insurance structures and analytics related to asset-liability management
• Interact with operations and technology on improving analytical setup of Aladdin portfolio management system
• Reporting line within Risk Management

Requirements

• 2 - 5 years' experience in financial markets as a desk quant, researcher, or trading assistant
• Closely familiar with fixed income, credit (corporate and structured), and foreign exchange products
• Strong bond math skills essential (e.g. duration, convexity, various spread calculations, options)
• High familiarity with structured credit items such as tranches, diversity score, credit subordination, prepayments, CDR/CPR shocks
• Writing advanced Excel macros and coding
• Willing to communicate and do ad-hoc work during parts of New York hours
• Good communication skills verbally and in writing; most colleagues are based in the US and London
• Proactive attitude and eagerness to assume tasks within team
• Familiarity with Bloomberg essential and with Aladdin portfolio management system a plus

This job description is not an exhaustive list of all responsibilities, and duties may change.