Investment Risk Analyst Investment Risk Analyst …

BNY Mellon Investment Management
in New York, NY, United States
Permanent, Full time
Last application, 02 Jul 20
Competitive
BNY Mellon Investment Management
in New York, NY, United States
Permanent, Full time
Last application, 02 Jul 20
Competitive
Investment Risk Analyst
SUMMARY:

Responsible for constructing risk reports, quantitative analysis, facing off with the trading desk and helping to build out of investment risk processes and tools.

DESCRIPTION:

• This individual works within the US Investment Risk team to develop and produce investment risk management reports, build tools and models to support market risk management for US portfolios and monitor and escalate market risk issues in a trading desk environment.
• This individual will analyze fixed income portfolios to produce stress scenarios, tracking error, VAR and quantitative risk factor models at both the client and firm level. The individual models fixed income, structured credit, credit derivatives and currency products to ensure accuracy of risk exposures. The individual will need to be technically skilled in supporting, troubleshooting data quality and reports produced by vendor or proprietary risk systems.
• The individual will need to write and communicate effectively to a broad range of stakeholders such as Portfolio managers, Quants, Compliance and IT. For example, the individual will monitor and discuss risk limit changes or breaches with portfolio managers under potentially stressful market environments.

QUALIFICATIONS: To perform this job successfully, he or she must be able to perform each essential duty satisfactorily. The requirements listed below are representative of the knowledge, skill, and/or ability required.

DECISION MAKING/DIFFICULTY OF WORK: The chosen individual will have the title of Senior Investment Risk Analyst and report to the Head of Investment Risk. This position is technical, detail and deadline oriented. The individual works at close proximity to the trading desk and will be expected roll up his/her sleeves to deliver results. The individual contributes through a diverse range of projects, business-as-usual (BAU) tasks and ad hoc tasks.

EDUCATION/KNOWLEDGE: Experience in fixed income markets and knowledge of the data and investment attributes of fixed income securities is important. For example, candidate should understand duration, OAS, yield, and the relative importance of credit spread, interest rates on fixed income product sectors. A working knowledge of quantitative financial models is important. Knowledge of quantitative strategies and backtesting would be useful. Ability to construct, assess and discuss risk reports using at least one commercial risk management platform is essential. Business certification such as FRM or CPA may be helpful.
The ideal candidate will have 5 to 12 years of work experience in financial markets. Education must include an undergraduate degree and preferably a graduate degree in a hard scientific or financial discipline such as economics, finance, financial engineering, mathematics, statistics or physics.

COMPUTER SKILLS: The incumbent should have working knowledge of Microsoft Excel including VBA and charting. Systems knowledge of Aladdin, Bloomberg, Barra One, RiskMetrics or Yieldbook would be highly desirable. Working knowledge of SQL and market data sources is nice.

INTERPERSONAL SKILLS: The individual should be confident, articulate and effectively balance the dual roles of enforcing oversight while supporting to the Portfolio management function.

Qualifications

BNY Mellon is an Equal Employment Opportunity/Affirmative Action Employer.
Minorities/Females/Individuals With Disabilities/Protected Veterans.

Our ambition is to build the best global team - one that is representative and inclusive of the diverse talent, clients and communities we work with and serve - and to empower our team to do their best work. We support wellbeing and a balanced life, and offer a range of family-friendly, inclusive employment policies and employee forums.

Primary Location: United States-New York-New York
Internal Jobcode: 09643
Job: Risk
Organization: Insight-HR08644
Requisition Number: 2007283
Close
Loading...