Sr. Portfolio Risk Reporting Analyst-Multi-Asset Fund Manager

  • Competitive
  • 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.

Responsibilities:

  • 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

Requirements:

  • 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, jeg@analyticrecruiting.com