Responsibilities:-

• Risk: Provide comprehensive and high quality portfolio risk measurement, quantitative analysis and reporting: Value-at-Risk, Stress-Testing, Liquidity & Counter party risk.
• Project management: Be able to independently execute risk related projects in coordination with various cross teams.
• Monitoring: Design dashboards and monitor limits for Multi asset class suite of portfolios.
• Data management: Help building a strong, integrated risk management infrastructure by gathering/mapping/modelling data and resolving data errors.
• Process effeciency: Improve efficiency and effectiveness of global operating processes by designing custom computer programs/macros/queries.
• Support senior team members in research/quantitative/qualitative analysis of portfolios.

Work Experience/Knowledge:

• 2-5 yrs experice in Risk analytics domain.
• Hands on knowledge of SQLdatabase queries, advanced excel functions and VBA.
• Working knowledge of atleast 1 programming languages; Python or R is an advantage but not mandatory.
• Knowledge of systems such as MSCI RiskMetrics, Barra, Bloomberg etc would be a great plus.
• Sound understanding of risk measurement techniques such as VaR, Snesitivities, Stress testing and Tracking Error etc.
• Expert understanding of various financial instruments and its pricing methodology. Equity, bonds and derivatives.
• Sound knowledge of econometrics and factor models

Formal Education:

• Bachelors/Masters in quantitative subject such as Finance, Statistics, Financial Engineering, Computer Science.

License/Registration/Certification:

• CFA, FRM candidates or MBA (Finance) is desirable but not mandatory.

Skills:-

• Effectively operate in a team-oriented and collaborative environment
• Highly motivated/self-starter
• Research capability
• Good time management, able to work under pressure
• Excellent Problem solving capability
• Excellent verbal and written communication skills.
• Ability to conduct complex analysis and present data in a meaningful way.
• Strong organizational skills and detail orientation.
• Open minded, flexible, and willing to listen for other people’s opinions.
• Interpersonal skills necessary to effectively communicate over the phone with a variety of individuals at all technical levels are required.