What are the responsibilities and job description for the Risk Analytics Associate position at Social Capital Resources?
Top-Tier Investment Management firm is looking for a Risk Analytics Associate for a permanent position!
Responsibilities:
- Responsible for the monitoring and analysis of a variety of quantitative risk metrics related to the composition, exposures, performance, and liquidity of funds.
- Understand the Firm’s portfolio objectives, investment processes, the industry landscape and market events and trends, and leverage technology to apply quantitative financial knowledge to effectively support the efforts of the Risk Analytics Team.
- Assist with the production of timely and accurate risk and portfolio analysis reports and be able to present the results clearly and eloquently.
- Maintain recurring performance and risk reports, implement enhancements, and develop new reports and tools to enable Investment Team.
- Apply factor models and other quantitative tools to support P&RA’s risk projects and research with quantitative analyses.
- Assist with data validation of internal and external reports by engaging with team members and cross-functional departments.
- Update and provide fundamental/quantitative data analyses and charts for marketing materials.
- Responsible for periodic update of macroeconomic and valuation reports and maintain relevant databases.
- Produce periodic liquidity risk management reports to be used by Liquidity Risk Management Committee.
- Perform ad hoc portfolio liquidity analyses and stress tests under different scenarios.
- Serve as the main point of contact for third party liquidity vendor.
Qualifications:
- Bachelor’s degree in mathematics, economics, finance, statistics, or a related quantitative field.
- Master’s degree in economics or finance and/or CFA/FRM charter holders preferred.
- Experience with risk factor models and liquidity risk models preferred.
- 2 years of relevant experience in risk management, quantitative analysis, or financial modeling, preferably in the investment management industry.
- Experience with FactSet PA and/or Bloomberg.
- Strong programming skills and experience with Python, VBA, SQL, R.
Salary : $100,000 - $140,000