Senior Portfolio Market Risk Analyst

The Horizon Group; New York (NY); On-site; USD 90,000 - 150,000; Full time

Job summary

An established industry player is seeking a Senior Portfolio Market Risk Analyst to join their Global Risk Management team. This role is crucial for overseeing the risk of a substantial multi-strategy portfolio, analyzing risk exposures across various markets, and providing insights to trading desks. The ideal candidate will possess strong quantitative and analytical skills, with a graduate degree in quantitative finance and experience in risk management. This is an exciting opportunity to contribute to a dynamic team and enhance analytical capabilities in a fast-paced environment. If you have a passion for finance and risk analysis, this role is perfect for you.

Qualifications

• Graduate degree in quantitative finance required.
• 5+ years of experience in risk management preferred.

Responsibilities

• Build and maintain quantitative risk models for multi-strategy portfolios.
• Analyze trading ideas and monitor real-time risk exposures.

Skills

Quantitative Analysis

Risk Management

Statistical Methods

Analytical Skills

Financial Modeling

Programming in R

SQL

VBA

C++

Education

Graduate Degree in Quantitative Finance

Tools

Risk Models

Market Data Systems

Job description

Senior Portfolio Market Risk Analyst Midtown Manhattan New York

Senior Analyst, Portfolio Market Risk

The Global Risk Management team is an integral part of the Asset Management business at our client. The Team works closely with all departments and all trading desks to oversee the risk of a $10B multi-strategy, multi-fund portfolio. Following an active risk management approach, the team analyzes, monitors and manages risk exposures to global markets of interest rates, credit, equity, securitized products, mortgages and foreign exchange. Growing responsibility requires us to add a new member to offer improved coverage and analytical power to our business, especially in securitized products.

Responsibilities:

• Help build and maintain quantitative risk models and risk methodologies for multi-strategy, across-market portfolios
• Analyze historical time series, conduct regression analysis, value-at-risk analysis and stress scenario analysis
• Analyze trading ideas using fundamental and analytical approaches to provide forward looking risk profile and performance projection
• Analyze and monitor real time risk exposures
• Help manage market data and pricing models for derivatives
• Prepare reports and provide advice to CIO and trading desks on risks, research and market events

Requirements:

• Rigorous academic training in quantitative finance, graduate degree in related fields required.
• High level of quantitative and analytical skills, ability to apply mathematical and statistical methods
• Knowledge of financial markets, financial modeling and fixed income, useful knowledge of mortgages and previous experiences of securitized products preferred.
• 5 or more years understanding of risk management, related work or intern experience preferred
• Programming skills in R, SQL, VBA and/or C++