Reference #: W5317

Actively contribute to the portfolio risk management process of a prestigious fund

Responsibilities

Design and develop market risk analytics using both SQL and C++/C# along with Python to enable robust analysis of existing and potential risk factors for Fixed Income and FX trading portfolios
Provide ad hoc risk analytics to enhance and improve upon existing market risk reporting tools
Effectively track and assist with the Fixed Income portfolio construction
Analyze and understand P&L, gaining insights into risk drivers through in-depth knowledge of markets, instruments, positions, and trading strategies
Monitor risk exposures against guidelines and proactively engage with the business to avoid and resolve any possible exceedances

Requirements

2-5 years’ experience creating market risk analytics either within a technology, quantitative development, or market risk function
Must have excellent and current programming skills in both SQL and Object-Oriented Programming (C++ / C#), Python a plus
Strong technical knowledge of derivatives pricing, risk attribution, and trading strategies, specifically covering rates (Swaptions, Caps/Floors, FX, etc.)
Knowledge of risk methodologies, spreadsheet creation, stress testing and the ability to work independently are critical
Ability to work under pressure of time and market, meet deadlines and collaborate with other departments is essential.
Graduate Level Degree in Physics, Mathematics, Financial Engineering, Computer Engineering with excellent performance (3.7+ GPA in all degree programs)