Our client is a top tier global fund house. As part of the CRO umbrella, our client is looking for a driven and ambitious professional to play a key role in their Quantitative Risk function.
- Implement, maintain, and document the stress testing methodologies
- Provide independent assessment of asset allocation and investment strategies
- Build tools to help portfolio managers understand the key drivers and document key factors
- Participate in global projects to enhance and consolidate the overall stress testing models and its methodologies
- Assist the CRO and the Front Office with any ad-hoc requests pertaining to Risk matters
- Bachelor’s Degree in a Quantitative field.
- At least 8 years of relevant experience as a Quantitative Risk Analyst or similar positions on the Buy-side
- Strong multi-asset exposure coupled with a good foundation in modelling
- Proficient in SQL/ Python/ R
- Risk candidates with a strong Quantitative background will be considered as well
- Excellent verbal and written communication skills to effectively interact with front office and senior stakeholders