Risk Analyst

Support the risk management team with quantitative and data analysis, risk capital calculations, and portfolio analysis. Experience in financial markets and strong bond math skills are essential.

Requirements

• 2-5 years' experience in financial markets as a desk quant, researcher, or trading assistant
• Familiarity with fixed income, credit, and foreign exchange products
• Strong bond math skills (e.g. duration, convexity, various spread calculations, options)
• High familiarity with structured credit items such as tranches, diversity score, credit subordination, prepayments, CDR/CPR shocks
• Writing advanced Excel macros and coding
• Good communication skills verbally and in writing
• Proactive attitude and eagerness to assume tasks within team
• Familiarity with Bloomberg essential and with Aladdin portfolio management system a plus