Description:
The Senior Associate, Total Fund Risk Analytics will be reporting to Senior Manager, Risk Analytics. This role will develop and maintain relationships with stakeholders across the Investment, Risk, Finance and Enterprise Operation divisions while working in a collaborative culture.
What you'll do
We are looking for a passionate, creative and result driven individual contributor with specific duties include:
- Conduct daily analysis, reporting and monitoring of the counterparty credit risk and liquidity risk measures against board and trading limits and identify trend and insights that can be used to facilitate governance and investment decisions
- Develop and enhance in-house developed risk engineering tools and Business Intelligence reporting suite to facilitate deeper understanding of PnL and risk drivers through large data set, across a wide range of asset classes and products
- Utilizing automation languages to improve control, reduce operational steps and risks and improve management metrics availability for the fund’s risk and exposure measurement and attribution practice
- Collaborate with internal and external stakeholders to implement data, model and reporting enhancements with a focus to counterparty credit risk, liquidity risk and sensitivities
- Providing independent consulting for new business and products from risk and exposure measurement aspect
- Support the maintenance of documentation, procedures and processes related to analytical and reporting needs
- Support and champion innovation, efficiency applicable to reports and daily processes
- Support internal and external governance committee and bodies with required data and analytics needs
- Develop systems and procedures which will significantly and positively impact the decision-making process in the Investment Finance Department and ensure that all regulatory reporting is completed on a timely, thorough and accurate basis
- Ensure that daily operating and month-end procedures are successfully carried out and that problems are resolved, with significant issues being brought to management’s attention
What you'll need
- Relevant university degree (such as Financial Mathematics, Financial Analysis and Risk Management, Actuarial Science, Data Science, Business/Finance). Master’s degree preferred
- CFA, FRM designation
- 3-5 years of investment risk related experience in the financial services/investment management industry. Buy-side exposure is an asset
- Strong knowledge of financial products, including derivatives and solid understanding of VaR/ETL/Greek sensitivity
- Ability to attribute PNL or VaR/ETL metrics into risk factors is strongly preferred
- Experience of risk, performance or exposure reporting using PowerBI, Tableau is necessary. Experience with Snowflake is an asset
- Proficient with SQL and ability to code independently in Python or VBA. Ability to manipulate and analyze large datasets
- Excellent written and verbal communication skills