Senior Risk Analyst

Job Description

Key Responsibilities include: Risk & Investment Compliance : Provide comprehensive and high-quality risk measurement, quantitative analysis and reporting: Value-at-Risk, Stress-Testing & Liquidity; Risk modelling of financial instruments in MSCI Risk Metrics; Assist in miscellaneous risk-related tasks: support onboarding stream by mapping model portfolios, data collection for regulatory reports, securitization pre-trade check; Provide support to the Investment Compliance team: exceptions management and investigation, eligibility / transferability analysis. Data Management: Ensure the completeness of portfolios received from Fund Adminstrators; Mapping of unrecognized positions into the database: checking financial instruments and issuers, classification of non standard financial instruments; Perform sanity checks of the database / portfolios loaded, collect and aggregate data, follow up with Fund administrator of pending items. General : Improve efficiency and effectiveness of operating processes; Support junior team members (for the senior profile). Requirements / Qualifications: Education and Knowledge : Bachelor and / or a Master degree in Finance, Engineering, Economics or equivalents; Participating in CFA / FRM programs would be considered an advantage; Sound understanding of risk measurement concepts such as VaR, Sensitivity and Stress testing; Extensive knowledge of financial instruments and their pricing methodology (equities, bonds, derivatives, structured products); Knowledge of MSCI Risk Metrics, Bloomberg or other data providers would be considered an advantage; Knowledge of VBA would be considered an advantage. Working Experience 2/4 years of experience in risk analytics domain; Experience with data quality checks and data manipulation in relation to financial assets. Personal : Ability to work within a team as well as on own initiative ; Strong organizational skills and detail orientation; Ability to conduct complex analysis and present data in a meaningful way; Strong quantitative orientation and analytical skills; Good communication skills, ability to interact with finance professionals; Highly motivated and fast learning individual.