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Assessing and analyzing risk and performance across the firm's multi-asset portfolios including cash and derivative investments in equity and fixed income products.
Use Multi-Factor Models to identify and measure investment risk across multi-asset portfolios
Provide insights into the risk exposures, risk concentration and tail risk using MSCI Barra risk applications
Perform in depth analysis to better understand portfolio performance
Work directly with Portfolio Managers to provide risk analysis that will improve portfolio construction
Work with IT to develop real time risk dashboards that can be used by PM's and senior management
Monitor, analyze and communicate daily changes in the risk profile of the firm's multi-asset portfolios
Provide accurate and timely risk information to both internal managers and external clients
Requirements:
Candidates will have an advanced quantitative degree (Ph.D preferred)
5+ years working in investment risk management with a long only asset manager
Deep knowledge of multi-factor risk models
Experience with vendor systems, [MSCI Risk Manager, Barra One]
Programming skills, [Matlab, Python, R]
Superior communication skills required to work directly with PM's
Ability to work in a time-sensitive trading room environment
