Risk Quant

About the role

Supporting the risk management team by conducting quantitative and data analysis on the existing portfolio, new trades, and instruments across all asset classes, cash and derivatives, specifically in fixed income and credit (single-name and structured); tasks will also include risk management’s support of front office

What you'll do

• Reporting line within Risk Management
• Supporting the risk management team by conducting quantitative and data analysis on the existing portfolio, new trades, and instruments across all asset classes
• Calculating risk capital for the business
• Provide quantitative insights in portfolio analysis, shock and scenario analysis, tail risks, concentration, and leverage
• Preparing portfolio analysis and charts for presentations, on both ad-hoc and weekly routine basis; tasks include occasional mundane “number crunching”

What you need

• 8–14 yrs of experience
• Capital markets
• Portfolio management
• Excel
• Risk management
• VBA
• Reporting
• PhD

Good to have

• Bloomberg