Sr. Portfolio Risk Reporting Analyst-Multi-Asset Fund Manager
- Towson, MD, USA Towson MD US
- Permanent, Full time
- Analytic Recruiting Inc.
- 09 Jul 18 2018-07-09
A Multi-Asset investment manager in Towson, MD is seeking a Quantitative Risk Analyst to join the firms target date and retirement product business as an embedded risk analyst.
- Work directly with Multi-Asset Portfolio Managers to identify portfolio risk and asset allocation opportunities
- Using MSCI Risk Products-pull together risk analysis for the firm’s risk management
- Run Reports and provide analysis and commentary on portfolio risk exposures
- Author risk reports that highlight changes in risk concentration, risk exposure and tail risk
- Provide real-time “dashboard” risk information that can be useful to the PM’s asset allocation strategies
- Produce adhoc prototype risk analytics using MATLAB and working with a dedicated tech team
- Work on risk measurement and portfolio valuation models
- 5+ years of multi-asset security risk and valuation experience with either a buy or sell side firm
- Quantitative Masters is a requirement
- Must have superior oral and written communication skills- the role requires daily interaction with PM’s and senior investment and risk managers.
- The candidate must have experience independently authoring detailed analysis and commentary that will highlight portfolio risk issues
- Must have experience with MSCI Risk Applications or comparable product
- Must have strong MATLAB, R, and SQL programming skills
- Company will look at candidates who have worked in valuation roles with sell side firms
- Company offers an attractive relocation package
- Only Candidates who have Permanent Resident status or are US Citizens will be considered
Keywords: Risk Reporting, Multi-Asset, Commentary, MSCI, MATLAB, Target Date, Real-Time Analytics, Dashboards, Portfolio Risk Management
Please refer to Job 23169 - and send MS Word attached resume to Jim Geiger, email@example.com