Risk & Database Analyst CDS Hedge Fund

  • Competitive
  • New York, NY, USA New York NY US
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 16 Apr 18 2018-04-16

A NY based credit focused hedge fund is looking for a Risk Analyst with strong SQL, VBA, database and Business Intelligence software skills to join the firms Quantitative Risk team in New York that monitors portfolio accounting, exposure and sensitivities.

Responsibilities:

  • Solve Portfolio Accounting and Risk Problems with technology
  • Build Portfolio Accounting and Risk applications using large databases
  • Perform Daily, Weekly, Monthly Risk Reporting
  • Maintain Portfolio Risk and Accounting Databases
  • Produce Performance Attribution and Risk Analytics
  • Maintain Proprietary Risk and Trading Systems
  • Implement Risk Calculators
  • Perform scenario analysis and stress testing of models
  • Participate in long term technology projects

Requirements:

  • Must have 3-7 years of derivatives (equity and credit) risk experience
  • Must have top school quantitative degree
  • Must have hands on experience working with large data sets
  • Must have experience implementing trading desk and risk reporting applications
  • Must have strong SQL, SQL Query, VBA, VBA.Net skills
  • Knowledge of Java, C or Perl would be a nice to have
  • Nice to have: Tableau, Bloomberg API, MATLAB, R
  • Must have superior communication skills and the ability to work closely with senior management

Keywords: Risk Reporting, Portfolio Accounting, Trading Applications, Implementation, Risk Analytics, SQL, VBA

Please refer to Job #23048 - and send MS Word attached resume to jeg@analyticrecruiting.com