Quantitative Risk Analyst Quantitative Risk Analyst …

Isaacson Search Company
in Baltimore, MD, United States
Permanent, Full time
Last application, 28 Sep 20
"$270 package"
Isaacson Search Company
in Baltimore, MD, United States
Permanent, Full time
Last application, 28 Sep 20
"$270 package"
Posted by:
Robin Isaacson • Recruiter
Posted by:
Robin Isaacson
Recruiter
The Fixed income Risk Analyst position is an integral role within independent Investment Risk team that is accountable for identifying, measuring, monitoring, communicating about and helping to mitigate (when warranted) portfolio risks managed by the firm’s Fixed Income division. The portfolios are comprised of both cash and derivative instruments across a wide range of investment strategies. The Risk Analyst role reports to the Sr. Risk Manager leading the global fixed income risk function. The analyst will collaborate closely with other risk analysts within the Fixed Income Risk team as well as across Investment Risk. •

Academic background and work experience in programming and statistics as applied to financial markets.  Strong programming skills are necessary for success in this position.

 Academic or work experience with fixed income as well as quantitative method

RESPONSIBILITIES

 Day-to-day Risk Management Activities:  Support the Fixed Income Risk team with the maintenance and development of fixed income risk reports, analytics, and dashboards.

Identification, measurement, monitoring, and communication of fixed income portfolio risks, including reviewing risk and performance reports on a regular basis, ensuring their accuracy, and delivering to internal clients; daily monitoring of changes to portfolios’ risk profiles; performing stress tests based on hypothetical and historical scenarios; collaborating with fixed income investment staff as needed.

 Ad-hoc Analysis:  Perform ad-hoc data and quantitative analyses guided by Fixed Income Risk team members.

BS degree in a quantitative or scientific field such as quantitative finance, statistics, applied mathematics, operations research, engineering/computer science or physics and 5+ years of relevant experience

Master’s degree in a quantitative or scientific field such as quantitative finance, statistics, applied mathematics, operations research, engineering/computer science or physics

A passion for risk management and a demonstrated interest in financial markets through academic background, work experience and/or outside activities

 Fixed income knowledge/experience

 Programming skills and experience (Python, R, MATLAB, SAS or related language) Data analysis skills (using Excel or above languages)

Strong interpersonal skills with excellent communications skills

High standards of work quality and integrity

Strong organizational skills

 Enjoy working as part of a team in a collaborative environment

 Intellectually curious with a commitment to continuous learning

 Additional post-graduate study or a PhD in a quantitative field

 Completion or progress towards professional accreditations such as CFA, FRM, PRM, CAIA

 Risk management experience at an asset management firm Experience using MSCI’s Barra

One or Risk Manager models for fixed income analysis/risk management and scenario analysis

Experience using Bloomberg’s GRM or PORT models for fixed income analysis/risk management and scenario analysis

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