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This group is responsible for providing quantitative support to wider risk management and portfolio management teams across all asset classes and funds. The team is growing due to the wider growth of the business and the consistent innovation of the group of means that this particular team have been working on a wide range of projects. The team works on both strategic projects and tactical ad-hoc work (working with fund managers of all strategies on the more quantitative risks in their portfolio).
This particular role will focus on stress testing and associated modelling in both RiskMetrics and APT across different funds and asset classes. As a result, this role will be tranversal in nature. Therefore the client is looking for a depth of knowledge (and innovation) in stress-testing but this should be combined with an adaptability that is based on a wider asset class understanding. They are looking for candidates who have excellent modelling skills. Investment risk analysts with strong academic backgrounds and technical skills are likely to be a good fit for this role. This team has a history of strong career progression prospects and provides a positive, progressive environment to support your learning and development.
Focus on stress-testing, generation of forward-looking scenarios.
Statistical analysis and regression analysis between macro-factor and financial data.
Experience in macro-econometrics models
Created Monte-Carlo simulation based cash-flow model
Excellent command of statistics, econometric modeling, probability theory and numerical techniques
Power-user in RiskMetrics and APT. Other risk engine will be beneficial.
Knowledge in financial market
Programming in MATLAB or Python.
Academic background in economics is a preference or strong exposure to economics if not.
Internal Number: 5506076
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