Risk Analyst Risk Analyst …

Barings
in Charlotte, NC, United States
Permanent, Full time
Last application, 25 Jan 20
Competitive
Barings
in Charlotte, NC, United States
Permanent, Full time
Last application, 25 Jan 20
Competitive
Risk Analyst
Senior Quantitative Risk Analyst Charlotte, NC, United States/en-US/Barings/job/Charlotte--NC-United-States/Senior-Quantitative-Risk-Analyst_JR_001745/apply

At Barings, we are as invested in our associates as we are in our clients. We recognize those who work diligently for us and reward them for personal and professional integrity, communication skills, distinct competencies and expertise in specific strategies, ability to collaborate as a team member and true dedication to the interests of our clients.

We thank you for your interest in joining the Barings team, and invite you to explore our current employment opportunities.

Business Unit:

Enterprise/Operational Risk

Barings is a $325+ billion* global asset management firm dedicated to meeting the evolving investment and capital needs of our clients and customers. Through active asset management and direct origination, we provide innovative solutions and access to differentiated opportunities across public and private capital markets. A subsidiary of MassMutual, Barings maintains a strong global presence with business and investment professionals located across North America, Europe and Asia Pacific. Learn more at .

1as of June 30, 2019

Job Summary

Barings Enterprise Risk Management Department is seeking a Senior Quantitative Risk Analyst to provide ongoing support of the firms Investment Risk Management framework. As part of Barings broader Enterprise Risk Management program, the Investment Risk Management function is responsible for developing and implementing a standardized framework to identify, measure, and monitor market and investment risks on a firm-wide basis. The Analyst will work with associates across the firm to assist in the global implementation of advanced risk analytics using MSCIs BarraOne, develop factor-exposure risk analytics of fixed income portfolios, expand the portfolio optimization efforts and provide ongoing support to the firms senior risk and portfolio management professionals. A successful candidate will have specific knowledge & experience with quantitative risk analysis around risk factor exposures for various asset classes. In addition, they must be able to build effective relationships with the key stakeholders in business & support areas and drive forward critical risk project implementations. Strong knowledge and experience with MSCIs BarraOne, Barra Developers Toolkit and Barra Open Optimizer are essential. Experience with MatLab is highly desirable.

This position will report to Barings Head of Investment Risk and will be located in the Charlotte, NC office. Occasional travel to other Barings office locations may be required.

Responsibilities

  • Lead MSCIs BarraOne deployment and spearhead the efforts for significant enhancements of the existing quantitative risk infrastructure around risk factor analysis.
  • Deliver demonstrable improvements to investment risk processes and investment risk insights to our portfolio management teams.
  • Increase the sophistication of the risk management processes and be the Subject Matter Expert for risk factor analysis & optimization using MSCIs BarraOne and other quantitative tools.
  • Perform risk analysis using factor models, build quantitative risk tools and support risk research to explain the key risk exposures that drive investment performance for our products.
  • Support market risk report creation and analytics calculation and integration of risk models through broad projects (e.g., risk factor calculations, VaR, portfolio optimization, stress testing).
  • Work with third-party vendors and internal associates around asset modeling enhancements.
  • Partner with our Technology and Operations teams on broader firm initiatives such as those related to our risk and data infrastructure.
  • Rapidly learn our existing risk infrastructure, databases and proprietary risk tools and handle detailed risk reporting and presentation requirements.

Qualifications

  • Bachelor or Graduate degree in Financial Engineering, Economics, Applied Mathematics, or a closely related quantitative field
  • Background and solid understanding of market risk concepts (multi-factor risk models, VaR, correlations, PCA) and their relevant applications.
  • FRM/CFA designation is desirable.
  • 7+ years of experience in the financial services industry, preferably in a market risk function or in a quantitative portfolio analyst role at an asset management firm.
  • Proven hands-on experience of MSCIs BarraOne and knowledge of fixed-income portfolio optimization techniques.
  • Advanced knowledge of fixed income products and their associated derivative instruments; this includes corporates, leveraged loans, CLOs and credit default swaps.
  • Experience with MatLab programming and good working knowledge of SQL.
  • Familiarity with BI tools (such as Microsoft Power BI) is desirable.
  • Some experience with Intex Solutions for structured products is desirable.
  • Self-starting and collaborative personality with a clear sense to move forward critical projects though teamwork in both functionally and geographically dispersed environment

Barings is an Equal Employment Opportunity employer; Minority/Female/Age/Sexual Orientation/Gender Identity/Individual with Disability/Protected Veteran. We welcome all persons to apply.

Posted TodayFull timeJR_001745

Barings is a leading global asset management firm dedicated to meeting the evolving investment and capital needs of our clients. We build lasting partnerships that leverage our distinctive expertise across traditional and alternative asset classes to deliver innovative, institutional-quality solutions and service.

Our team-driven culture is based on transparency, responsibility and putting our clients interests first. We listen to our clients to understand their needs, so that we can be a strategic advisor and long-term partner in meeting their unique investment goals. Risk management and protecting our investors capital over the long term is an essential component of our lasting partnerships.

Barings is also committed to building long-term relationships with our associates and providing opportunities and support to help them succeed. With our expanding business and global footprint, Barings offers a wealth of opportunities for associates who share our culture, values and commitment to excellence in client service.

As an organization, we believe that a diversity of perspectives and strengths is essential to meeting the evolving needs of our clients, and we are committed to attracting and retaining a talented workforce as diverse as the clients and communities that contribute to our success.

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