Position Overview

The Role

The role will focus on supporting portfolio analytics and reporting while playing an integral part in enhancing Quant capabilities. The successful candidate will work closely with senior team members on Quant-related analytics and projects. They will also support the ISGI Investment Teams in London & Zurich, ensuring data quality, building analytics, and contributing to the delivery of insights to help the investment team make informed decisions . It is also expected that from time-to-time, the role will support other functions within ISGI, as determined by client needs and team manager.

Qualifications & Experience

Your responsibilities will include:

Develop and validate tools and controls to ensure the accuracy of risk analytics, data integrity, and reporting outputs
Utilize existing proprietary model libraries for generating portfolio exposures, stress testing, risk metrics and performance attribution.
Develop robust quantitative risk and stress models with analytical outputs that fully reflect the key risks of each position and meet the risk management objectives of portfolio managers and senior management.
Build and enhance dashboards and visualizations using tools like PowerPoint and Excel.
Streamline and automate reporting processes in collaboration with the technology team.
Conduct detailed reviews of existing models and propose solutions to enhance the model output.
Effectively communicate complex ideas to a range of stakeholders while building and maintaining strong internal and external relationships

QUALIFICATIONS AND EXPERIENCE: (Academic, Professional, Experience)

3+ years of experience as a Quant in a Front Office Pricing team in large Investment Banks or Asset Managers. A few years of this experience (but not all) could be in a model validation team validating front office models.
Ability to perform under pressure and multi-task in a fast-paced environment
Excellent analytical skills, rigorous, detailed-oriented.
Experience working with large datasets and a strong aptitude for data analysis.
Proficiency in programming languages such as VBA, SQL, or Python.
Bachelors or Master s degree in disciplines such as mathematics, computer science, financial engineering.
Practical and hands-on experience in financial markets.
Demonstrated ability to work effectively and independently across different businesses and functional areas with thorough attention to detail in a potentially high paced environment.
Must have strong drive and initiative, be collaborative to effectively liaise with senior stakeholders and colleagues.
A forward thinking, creative individual who challenges the status quo and takes initiative to reengineer processes.
Strong project management skills.
Be nimble and flexible to balance multiple tasks simultaneously.
The ability to take on a task and run with it to conclusion is a critical characteristic of this role.

PRIMARY RESPONSIBILITIES

Ensure accuracy of risk analytics by developing tools to identify any potential issues.
Investigate and rectify any identified issues in the risk analytics.
Utilize existing proprietary model libraries for generating portfolio exposures, stress testing, risk metrics and performance attribution.
Validate analytical outputs that fully reflect the key risks of each position and meet the risk management objectives of portfolio managers and senior management.
Reach out to modeling teams for any identified discrepancies in model output for resolution.
Partner with Technology teams to deliver state-of-the-art risk analytics and models.
Clearly and concisely articulate complex ideas to target audiences including portfolio managers, traders and executive management.
Build and manage relationships with senior global stakeholders, and with local and regional business leaders, including internal and external parties.

QUALIFICATIONS AND EXPERIENCE: (Academic, Professional, Experience)

3+ years of experience in Fixed Income Analytics Data in large Investment Banks or Asset Managers with focus on traded credit products and Asset Backed Securities
Understanding of credit market dynamics including cash, synthetics, and structured products.
Strong understanding of quantitative credit methodologies and traded credit analytics.
Deep experience in designing risk and valuation models for credit securities, structured products and complex derivatives.
Proven expertise in stress testing and scenario analysis to assess risk exposures.
Programming skills in Python, R, SQL, and Excel (required) and C/C++ (preferred).
Bachelors or Masters degree in engineering quantitative disciplines such as mathematics, computer science, financial engineering, and econometrics is preferred.
Practical and hands-on experience in financial markets.
Strong communication and diplomatic skills are required to guide, influence, and convince others, in particular colleagues in other areas and occasional external customers.
Demonstrated ability to work effectively and independently across different businesses and functional areas with thorough attention to detail in a potentially high paced environment.
Collaborative, organized, flexible and results driven.
Must have strong drive and initiative, be collaborative to effectively liaise with senior stakeholders and colleagues.
A forward thinking, creative individual who challenges the status quo and takes initiative to reengineer processes.
Strong project management skills
Excellent stakeholder management skills, including the ability to resolve conflict and observe confidentiality.
Be nimble and flexible to balance multiple tasks simultaneously.
The ability to take on a task and run with it to conclusion is a critical characteristic of this role.

Associate, Data

Job Description

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