Risk Analyst

Reporting line within Risk Management

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

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