Investment Risk Analyst (Quant Analyst)

Role Overview

The Investment Risk team is looking to establish a team based in India to help run the Enterprise Risk Management System (ERMS). This position will interact closely with global peers within Investment Risk as well as with portfolio management and research teams to provide risk insights into the investment strategies. The insights are derived from multiple sources including reports utilizing propriety quantitative models and vendor risk tools.

Successful candidate will be responsible for development, maintenance, and operation of the ERMS. The Analyst, Investment Risk in Mumbai will report to the Director, Investment Risk in Mumbai.

Responsibilities

• Design and develop robust processes around periodic reporting tasks with focus on automation.
• Implement new risk models and maintain models currently deployed in production.
• Contribute to the development of an effective and efficient risk-reporting infrastructure by gathering and analyzing data from various business units, writing reports, and providing recommendations.
• Execute the daily production process. Troubleshoot and resolve production issues in a timely manner.
• Handle ad-hoc requests that support risk management.

Candidate Requirements

• 3-5 years of experience in finance with a focus on technology.
• MS degree in Computational Finance from a top school. A graduate-level degree in Mathematics, Computer Science, Physics or similar will also be considered.
• Knowledge of various financial instruments.

• Demonstrated technical skills, including ability to write complex code in python.

• Experience designing and setting up production-grade systems will be considered a strong plus.

• Solid understanding of algorithms and data structures.

• Basic knowledge of SQL query language is required. Experience with database design is preferred.
• Basic understanding of investment strategies, capital markets, market indexes, and various investment securities. Consideration will be given to a highly technical candidate with a desire to get into finance.