Risk Data Analyst (Fixed Income Products)
Location New York
Consultant Emma O'Driscoll
Date posted June 11, 20187 Times Square New York NY 10036 Robert Walters United States of America
RISK DATA ANALYST SUMMARY Responsible for risk and market data analysis, security modeling and quantitative support within a global fixed income asset management business. You will support and expand analytics validation processes to work with global trading desks and report into the head of investment risk. Suitable candidates will have a strong knowledge of quantitative finance and fixed income products.
RISK DATA ANALYST
Our client is a global asset management firm based in Midtown Manhattan. They are looking for a risk data analyst to join their team. You will be responsible for risk and market data analysis, security modeling and quantitative support within a global fixed income asset management business. You will support and expand analytics validation processes to work with global trading desks and report into the head of investment risk. This role will face off to the London office and suitable candidates will have a strong knowledge of quantitative finance and fixed income products.
DUTIES AND RESPONSIBILITIES:
- You will work within the US Investment Risk team to model fixed income securities, validate risk and market data processes and support quantitative analysis needs through the global organization.
- You will analyze fixed income portfolios and have a deep and practical understanding of securities, risk analytics, and static reference data.
- You will demonstrate both the tactical and strategic resolution of data quality and analytics issues.
- You will understand fixed income portfolio modeling, credit risk measures, derivatives and security modeling on an enterprise investment risk platform.
- You will write and communicate effectively to a broad range of stakeholders including Portfolio managers, Quants, Credit analysts and Investment risk professionals.
- You will need to be technically skilled in supporting, troubleshooting data quality and reports produced by vendor or proprietary risk systems, i.e. trace through complex Excel models and fixed income calculations in VBA or vendor reports, create user-defined securities if the vendor lacks security coverage.
- 2+ years of work experience in financial markets.
- Have an undergraduate degree and preferably a graduate degree in economics, finance, financial engineering, mathematics, statistics or physics.
- Experience in data quality and risk analytics for fixed income business processes is essential.
- Experience in fixed income markets and knowledge of the data and investment attributes of fixed income securities is important.
- Demonstrate an understanding of duration, OAS, yield, and the relative importance of credit spread, interest rates, liquidity on fixed income product sectors.
- Experience with at least one of Aladdin, Bloomberg, Barra One, Barclays POINT, RiskMetrics, Thinkfolio or Factset is desirable.
- Proficiency with market data sources and a 3rd party enterprise fixed income risk platform is essential. Experience with flow chart and diagramming tools is desirable.
- Excel, SQL are helpful.