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Risk Management

Title Risk & Valuation Analyst (Advanced Excel/VBA/Python)
Categories CMBS, Derivatives, Python, Risk Management, RMBS, Valuation Analysis
Location New York, NY
Job Information

Our global Alternative Investment Management client is seeking to recruit an Analyst with advanced Excel/VBA skills and Python proficiency to support risk, reporting and valuation analysis for firm’s real estate structured credit portfolio.


  • 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


  • 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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