Reference #: W5381
Support the portfolio risk management team of a prestigious fund.
- Support senior management decision making through the evaluate and review of risk policy including critical analysis and review as well as update risk procedures for all rates portfolios
- Prepare ad-hoc quantitative analysis to investigate changes in risk due to volatility, market conditions, as well as evaluate stressed conditions
- Analyze portfolio level risk factors including but not limited to intraday risk, liquidity risk, return on capital, and hedge effectiveness
- Prepare Working Capital analysis and optimization metrics
- Perform ad hoc analysis and respond to queries from portfolio management, compliance, legal, and other internal teams
- 1-3 years’ experience within derivatives trade support, research, model validation/pricing or risk management
- Experience within the Risk Advisory team of a top tier Management Consulting firm preferred
- Knowledge of derivatives risk, analysis and trading strategies, specifically covering fixed income, FX or Commodities
- Desire to work in a dynamic, demanding environment.
- Ability to work under pressure of time and market, meet deadlines and collaborate with other departments is essential.
- Proficiency in programming in Python, Perl, Excel/VBA, C++ and/or Matlab.
- Bachelors / Master’s degree in Financial Engineering, Mathematics, Physics, Engineering, etc. within a top tier institution with excellent performance