- Quantify market risks associated with multi-asset portfolios, including equities, fixed income, derivatives, and alternative investments.
- Utilize sophisticated risk models and statistical techniques to assess portfolio risk exposures.
- Develop and implement stress testing scenarios to evaluate the resilience of multi-asset portfolios under various market conditions.
- Conduct scenario analysis to identify potential risks and vulnerabilities in the portfolio.
- Implement and enhance VaR models to effectively measure and communicate the potential loss in the portfolio at different confidence levels.
- Leverage strong Python programming skills to automate risk processes, develop tools for risk analysis, and enhance risk reporting capabilities.
- Collaborate with technology teams to integrate risk models into the overall risk management infrastructure.
- Generate and present comprehensive risk reports to senior management, highlighting key risk metrics, trends, and potential areas of concern.
- Communicate complex risk concepts in a clear and concise manner to both technical and non-technical stakeholders.
- Work closely with portfolio managers, traders, and other risk management teams to understand investment strategies and ensure that risk considerations are embedded in decision-making processes.
- Collaborate with cross-functional teams to enhance risk management frameworks and methodologies
- Bachelor's degree in finance, mathematics, statistics, or a related quantitative field. Advanced degree (MBA, MSc) is a plus.
- Minimum of 5 years of experience in market risk management, specifically with exposure to multi-asset portfolios.
- Strong programming skills in Python for data analysis, risk modeling, and automation.
- Proficient in risk management tools and systems.
- Exceptional quantitative and analytical skills, with the ability to understand and model complex financial instruments.
- Excellent verbal and written communication skills, with the ability to convey complex concepts to various stakeholders.
- Relevant certifications such as FRM (Financial Risk Manager) or CFA (Chartered Financial Analyst) are desirable