Portfolio Risk Associate
2 months ago
Job Responsibilities:
- Market risk management and analysis of multi-asset class traded risk including Equities, Credit, FX and CBs
- To work with portfolio managers and traders on day-to-day market and PnL scrutiny
- Tail risk / hedge analysis, portfolio construction and optimisation analysis
- Preparing regular reports for Risk Committee and senior management
- Ongoing risk methodology & risk process enhancements
- Analysis and monitoring of portfolio liquidity & financing counterparty risk exposure
- Involvement in system enhancement and integration projects
Job Requirements:
- Degree in finance, economics, mathematics, engineering, statistics, or related field
- A minimum of 3 – 5 years relevant experience in international financial markets.
- Strong analytical and quantitative skills
- Sound knowledge on risk modeling and derivatives
- Proficient in coding using Python, Excel, VBA.
- Excellent verbal and written English communication
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