VP, Quantitative Portfolio Risk Analyst


Company:: Michael Page International
Location:: New York City, NY
Job Type:: Full Time
Category:: Wealth Management, Capital Markets, Asset Management

Yrs of Exp:: 5+ to 7 years
Posted:: 2/12/2013

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Job Description

Qualifications:

-Must have BS or BA

-CFA/FRM license preferred

-5+ Years of risk analytics experience

-Must have excellent quantitative experience, understand and be able to explain risk measures, VAR, tracking error, volatility, Beta, drawdowns and create scenario analysis.

-Superior Microsoft Excel, and Presentation skills are required and VBA / SQL, APL are a plus

-Excellent analytical, problem solving, and troubleshooting skills

-Superior project management skills, & communication skills

-Ability to work under a fast paced and chaotic environment with tight deadlines

-Ability to clearly and concisely present complex information to senior management in an effective & concise manner.

Responsibilities:

• Contributes to the development of an effective and efficient risk monitoring and reporting infrastructure, including managing, gathering and analyzing data, conducting analysis, preparing reports, developing recommendations and exercising judgment. Including the development of methodologies to measure strategy-specific risk including long-only and hedging techniques such as long/short and option overlay strategies

• Develops and utilizes analytical resources required to support risk management through the use of Excel, Barra Aegis, Facset, Bloomberg and others.

• Create custom historical and projected risk reporting and analysis packages for all strategies

• Communicates progress, issues, and solutions to senior management to obtain their input and/or buy-in as appropriate. Provides written and oral communication on the status of the projects.

• Works independently on production processes, which includes the generation of risk monitoring reports and performance reports used for weekly and monthly meeting or as needed. Interfaces with internal clients to ensure their needs are met within resource constraints.

• Focuses continually on process improvement and automation by partnering with IT.

• Develops and maintains knowledge of financial markets, securities and general investment themes in order to bring an informed perspective to the risk management processes.

• Participates and/or leads in special projects and performs other duties as assigned.

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