| Job Information |
Our global Alternative Investment Management client is seeking to recruit a Junior Risk Analyst (1-2 years’ experience) to conduct portfolio risk, reporting and valuation analysis for firm’s MBS trading and real estate asset structured credit portfolio. Expert level Excel/VBA required.
Responsibilities:
- Conduct risk calculations, covenant test, liquidity analysis and assist with P&L reporting across a variety of investment positions
- Ensure valuations are marked appropriately against the trading desk
- Perform and review daily liquidity risk and VaR calculations
- Analyze and produce weekly risk reports
- Produce daily and monthly reports and ad-hoc analysis to assist portfolio management and valuation committee in tracking Cost/MV/PNL attribution and price trends/variances
- Verify monthly pricing for OTC derivatives
Requirements:
- Bachelor’s Degree in Finance, Accounting or Quantitative/Mathematical focus preferred
- 1-2 years of relevant financial industry experience
- Expert level Excel/VBA skills (will be tested) – ability to build complex formulas and Macros from scratch and well versed in reporting and data query formation
- Python proficiency required
- Fundamental understanding of complex data structures
- Fundamental understanding of derivative products
- Confident, poised and highly motivated
- Strong work ethic with demonstrated ability to thrive in a fast-paced transaction oriented environment
- Strong team player
- Excellent communication and interpersonal
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