Risk & Analytics Specialist

Role Overview

Measure portfolio risk exposure, perform stress testing and tail-risk simulation, continuously monitor risk boundaries across all asset holdings.

Key Responsibilities

• Develop, implement, and maintain proprietary risk models including VaR and Expected Shortfall.
• Monitor daily portfolio exposures against established internal risk limits and mandate boundaries.
• Conduct regular scenario analysis, liquidity assessments, and historical stress testing.
• Collaborate closely with portfolio managers to optimize risk-adjusted returns and capital efficiency.
• Prepare comprehensive risk reports for the executive team and regulatory bodies.

Required Qualifications

• 4+ years of risk management experience within an asset manager, hedge fund, or investment bank.
• Strong quantitative background and proficiency in risk modeling methodologies.
• Experience with SQL, Python, and enterprise risk analytics platforms (e.g., MSCI Barra, RiskMetrics).
• Detail-oriented approach with the ability to clearly communicate complex risk concepts.

Preferred Qualifications & Skills

• FRM (Financial Risk Manager) or PRM certification.
• Deep understanding of derivative instruments, counterparty risk, and margin modeling.