Overview

Join a leading global investment firm as a Quantitative Risk Analyst, where you will play a crucial role in shaping the risk management strategies of fixed income portfolios. This position offers an exciting opportunity for professional growth and development within a collaborative and innovative team environment. You will be empowered to leverage your analytical skills and contribute to impactful decision-making processes while working alongside experienced professionals dedicated to excellence and inclusivity.

Responsibilities

• Design, develop, and validate quantitative risk models and stress testing methodologies to effectively measure risk in fixed income portfolios.
• Conduct stress testing and scenario analysis to evaluate tail risks and enhance portfolio resilience.
• Perform proactive portfolio reviews to identify key risk concentrations and performance trends across various asset classes and sectors.
• Ensure accuracy in fixed income analytics, including yield, spread, and duration metrics.
• Execute P&L attribution analysis to pinpoint sources of risk and return.
• Collaborate with investment management teams to integrate risk analysis into investment strategies and decisions.
• Prepare comprehensive model documentation for internal use and regulatory compliance, ensuring alignment with industry best practices.

Qualifications

• Must-Have:
• PhD or Master’s degree in a quantitative field such as Econometrics, Finance, or other STEM disciplines.
• 2-5 years of relevant experience in quantitative risk management within hedge funds, investment banks, or asset management firms, focusing on credit and fixed income products.
• Strong understanding of financial markets, hedge fund strategies, and risk metrics (e.g., VaR, stress testing).
• Proficiency in MS Excel/VBA, SQL, Python, and Bloomberg terminal.
• Excellent verbal and written communication skills, with a strong attention to detail.
• Nice-to-Have:
• Experience with risk systems such as BlackRock Aladdin or Murex.
• Demonstrated problem-solving abilities and critical thinking skills.
• Ability to manage multiple tasks and thrive in a fast-paced environment.