Senior Risk Analyst

 

Perform a range of tasks involving analysis of portfolio risk, generating customized

dashboards and monitoring risk limits to meet the requirements of clients
Analyse the drivers of important risk statistics such as exposure concentration, Greeks,
value-at-risk, stress tests, historical market views, what-if scenarios, and performanceattribution
Collaborate with multiple stakeholders and take complete ownership of delivering Investor,Regulatory, and customized risk solutions
Understand investment deal memos and build customized financial models
Prioritize and execute multiple assignments including adhoc assignment within tightdeadlines
Ensure adherence to high-quality standards and industry best practices established

 

Skills Required

1-4 years of relevant work experience in Financial Risk Management (Markets and Credit
Risk)

Strong foundation in Mathematics and Statistics used in Financial Modelling
Good understanding of Fixed Income asset classes including CLO, CMBS and RMBS
Should be able to demonstrate high level of quantitative and analytical skills

Excellent communication skills to communicate the risk analysis outcomes in simple language
to clients/portfolio-managers located in New York, HK and London
Ability to work individually and with other financial engineers in a collaborative manner