The Risk Information Analyst is responsible for the analyzing market changes and explaining any exceptions with respect to the reported sensitivity, risk and P&L for specific portfolio managers and financial products. Profile and requirements:
- Prior working experience in front-office, back-office, or middle-office
- Knowledge of transaction processing systems and procedures relating to sensitivity (Greeks) and risk measurement.
- Knowledge of and experience with as many as possible of: interest rate, credit equity, FX and commodities cash and derivative trading products
- Acts as interface for front-office (PMs, Execution) on issues regarding positions/portfolio sensitivities, valuation, P&L and risk
- Knowledge of and experience with valuation, P&L, and risk management tools and concepts
- E.g. experience with curve construction, valuation of cash and derivatives, production of trader-oriented P&L, P&L attribution
- Acts as interface for back-office on issues regarding valuation, booking, trading-oriented P&L
- Prior exposure to Reset and payment calculation management, settlements procedures and systems, collateral procedures, derivatives documentation
- Understanding of NAV production and accounting
- Familiarity with Accounting rules (FASB)
- Standard cash product portfolio and order-tracking systems
- Derivatives product valuation systems
- Understanding and exposure to risk systems
- String knowledge of Excel/Access required, macro building using VBA required.
- Ability to work with both front-office (PM), back-office and accounting areas
- Strong communication skills. Ability to communicate with all levels of employees in verbal and written format. Prior experience maintaining documentation outlining standard procedures for conducting business.
- Possess an ability to develop process efficiencies and seek continuous improvement within analytical functions
- Ability to excel in a stressful environment, properly prioritize and manage several competing initiatives / responsibilities while meeting firm deadlines
- Strong team player, willing to assist in additional responsibilities to leverage peers and serve as backup support
Supervise and troubleshoot daily and other periodic risk reporting Evaluate potential hedges for portfolio managers Analyze performance, P&L and risk attribution Participate in design and ..
Financial Engineer for quantitative modeling and VAR To support firm business needs in financial instrument valuation and risk methodology. Potential candidate is required to have knowledge in f..