Contact Simeon about this job
Find a Job
|Sector||Credit & Risk Management|
Global Investment Manager seeks a Senior Equity Risk Analyst to join the team.
Conduct Risk Analysis on Equity Portfolios and Consult with Investment Team: Use third-party risk models and tools as well as proprietary techniques to provide insight on risk exposures, risk concentrations, and tail risks. Leverage stress testing and scenario analysis to identify market and economic conditions that could lead to negative absolute performance or underperformance versus benchmarks. Also use ex-post risk and performance measures to help investors and management better understand realized outcomes. Communicate methodologies and results within the Equity Risk team and prepare presentation materials for key audiences, including portfolio managers, International Equity Division management, and oversight committees. Interact with these audiences as needed to refine analyses and convey important findings and conclusions. Technical skills will be required to efficiently access, organize, analyze, and report on risk management results.
Develop Risk Modeling Methodologies: Research and propose new methodologies and associated reporting to identify and measure sources of risk within equity portfolios and across the platform. Development will be coordinated with the Head of Equity & Multi-Asset Risk overseeing the global equity risk program and will include collaboration with others within Investment Risk. This responsibility may require the analyst to manually create reports or mock-ups to provide proof of concept. Effective presentation and clear communication of analytical results will be needed to achieve buy-in from colleagues and adoption by portfolio managers and senior management. Areas of research and development include, but are not limited to, tail risk measurement, stress/scenario testing, portfolio construction, and macro factor risk analysis.
Ready to apply for this job? Apply Now