Senior Risk Analyst


Division

Financial Services - Front Office

Location

New York, New York

Employment Type

Permanent



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An Investment Adviser launched in 2010 seeks a Senior Risk Analyst. They are a spin-out of one of the largest proprietary groups in the industry at a top European Investment Bank. Their senior investment team has been working together since the early 2000s, and are known for pioneering credit relative value and capital structure trading strategies. They currently manage three core investment strategies: Credit Relative Value, Tail Hedge and Closed-End Funds. Their investors are predominately composed of institutions including corporate pensions, public pensions, foundations, fund of funds, endowments, and family offices. There are ~ 40 employees headquartered in midtown Manhattan. They are a registered Fund with approximately $6Bil AUM.

Job Description:


Compensation : $150000 - $200000
Job ID : 12850

 

Responsibilities

  • Reports to the Chief Risk Officer.
  • Support risk team in designing, automating and generating daily, weekly and monthly reports.
  • Maintenance of risk data in Saba's proprietary databases and software.
  • Interface with Saba's internal development team to further enhance risk reporting metrics and create risk visualization tools.
  • Interface with PMs and investment analysts to understand trading thesis and provide quantitative support.
  • Perform ad-hoc portfolio back-testing and scenario simulations.
  • Assist in developing investment strategies by utilizing statistical analysis and modeling

Job Requirements:


 

Qualifications

  • 3-7 years of relevant work experience within risk/trading function with a strong academic record from a top tier institution.
  • Knowledge of credit products (including synthetic) is a plus.
  • Strong quantitative and analytical skills - modeling of financial instruments, multi-factor regression, time-series analysis, optimization, monte-carlo, etc.
  • Strong technical and programming skills - Excel, SQL, Python, Jupyter, VBA, Bloomberg API , Matlab,
  • Strong verbal and written communication skills.
  • Familiarity with pricing and risk models is a plus.

 

 

Disclosure:  The hourly rates and/or salaries listed may or may not reflect total compensation packages including bonus and fringe benefits, etc., nor are the advertisement(s) posted a guarantee of a certain compensation package for a position or bona fide offer of employment.  All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, or protected veteran status and will not be discriminated against on the basis of disability.
 
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