Requires a Masters degree or foreign equivalent in Finance, Mathematics, Financial Engineering or a related field and 1 year of experience in the position offered or related role. Experience or academic coursework must include Overseeing firmwide exposures and monitoring daily risk positioning changes for fixed income products, including counterparty risk exposures; Programming in Python and SQL for data analysis and reports automation; Portfolio stress testing, including developing stress test scenarios and estimating tail risks; Determining hidden portfolio risks for financial asset classes including fixed income, equity, commodity, and derivative classes; Making informed portfolio risk management decisions based on an understanding of the US and world macroeconomy; Conducting factorbased and Hybrid Brinson performance attribution to understand return drivers and detractors; Developing tools to facilitate the tracking and monitoring of portfolio liquidity; Conducting regression and other statistical analysis for portfolio holdings and strategies study; and analyzing big financial data to gain unique insights into portfolios and enhance risk management framework. Employer will accept any suitable combination of education, training andor experience which would qualify an applicant for this position.
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