Risk Analyst

US-CA-Pasadena
Category
Analytics & Risk Management - Analytics

Overview

The Risk Analyst supports the firm’s risk management efforts in the production and development of analyses and reports that assist the risk, portfolio management, and client service staff in assessing security, and portfolio risks, as well as attribution of ex post performance results.  The individual will support and maintain regular production processes that create and validate quantitative metrics and reports used by the firm and assist in the development, configuration, administration of the systems used to produce these metrics.

Responsibilities

Producing these quantitative analyses and reports requires a keen understanding of the fixed income markets and portfolio construction as well as strong quantitative and basic programming skills. The Risk Analyst will be responsible for a mix of tasks – ensuring that the analyses are run accurately and timely (Production) as well as the development and enhancement of risk and attribution models and the automation of production reports and processes.

Along with the specified responsibilities and competencies, we are looking for an individual who possesses a positive, action-oriented attitude and understands the importance of taking initiative within a team environment.  The optimal candidate has an interest in a career in quantitative investment risk management and has demonstrated an interest in following the financial markets

 

Responsibilities/Duties:


  • Production of Risk & Attribution Analyses and Reports that assist Risk, Portfolio Management & Client Service in assessing portfolio and security risk and performance (75%)

                Ensure timely and accurate creation of analyses/reports on a daily basis

                Perform quality assurance on analysis results

                Thoroughly investigate and diagnose issues

                Follow up with data owners, developers, modelers and risk managers to resolve issues in a timely fashion

                Explain results including sources of performance and risk to various constituencies including portfolio managers, risk managers and client service executives

                Identify opportunities to enhance the accuracy, efficiency and scalability of analyses and participate in the implementation of automated solutions

                Administer, configure and maintain commercial and internal Risk and Attribution systems and model settings that drive production and analytical results

                Work closely with other divisions of the firm including Portfolio Management, Client Service and Risk Management to accurately and efficiently disseminate and explain results

  • Develop and improve the team’s production engine(s) that risk process, attribution, and reports (25%)

                Analyze, specify and test enhancements to data, models and process

                Work with Quantitative Analytics & Risk Modeling (QARM) team to develop and test models

                Create custom reports using SAS and SQL

                Modify production analysis settings and code as necessary to address issues

                Coordinate with Data Integrity teams to understand and source necessary data for risk analysis


Competencies:


  • Strong expertise and working knowledge of Fixed Income instruments, portfolio strategies and benchmarks
  • Strong analytical and problem solving skills
  • Strong technological acumen and programming: knowledge of statistical and 4GL programing languages like SAS, Matlab, R, SPSS, Advanced Excel/VBA, and SQL required
  • Excellent interpersonal skills, including verbal and written communication skills.
  • Must be professional, detail-oriented, organized, and proactive and possess the ability to perform in a fast-paced, high-pressure, team environment
  • Knowledge and/or past experience with portfolio risk and/or attribution analysis
  • Knowledge of Bloomberg; vendor systems like Barclays Point, Citi Yield Book, ADCO, etc. is desired.
  • Experience working in a fixed income trading or portfolio management group


Qualifications

Academic Qualifications (minimum requirements):


  • Undergraduate degree in Finance or a relevant field or equivalent work experience
  • Master degree in Financial Engineering or related field
  • CFA strongly preferred
  • 3 years of experience working in a relevant analytical capacity for a Financial firm (Attribution, Risk or Portfolio analysis)

How to Apply

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