Senior Risk Analyst
Financial Services - Front Office
New York, New York
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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.
Compensation : $150000 - $200000
Job ID : 12850
- 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
- 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.