Risk Analyst - Macro Hedge Fund
- Maintaining, enhancing and streamlining current risk generation and reporting infrastructure to dependably provide timely and accurate risk information to the Risk Team, Portfolio Managers and Senior Management.
- Appropriately assess the current structure of risk reporting and analytics and improve it using up-to-date technologies and resources (e.g., Python, Strata, FinCad, Tableau).
- Conduct research and implement libraries for pricing, Greeks, PL explain, stress testing, risk analysis and various ad-hoc research projects.
- Work with technology and Pricing & Analytics department to ensure that proper risk management technology needs are addressed and kept best-in-class
- Collaborate with Portfolio Managers and other Departments (Middle Office, Operations etc) to achieve a solid understanding of positions and market awareness in firm's significant exposures.
- Work will combine coverage of UK, US and Asia portfolio managers through daily reporting and global Risk team projects
- 1-2 years of experience as a Risk or Investment/Trading Analyst at a bank or investment firm.
- Proficiency in programming, scripting, data analysis and reporting languages like Python, R, SQL, Tableau.
- Some exposure to the theory and practice of derivative pricing models, risk models, statistical methods and portfolio optimisation alongside the ability and motivation to develop this skillset.
- Strong academic background. A finance and/or other mathematically intensive concentration (Mathematics, Physics, Comp. Sci., Engineering or similar) preferred.