Quantitative Risk Analyst
June 7, 2018
Our client, a proprietary fund based in Dubai, are looking for a risk analyst to join their in house risk team.
- The role will have market and investment risk oversight over global equities, fixed income, and derivative products.
- Construct risk models to monitor investment risk exposure across multiple asset clases
- Monitor portfolio risks including price risk, currency risk, valuation issues, liquity, credit risk
- Provide analysis and internal reporting on multiple risks
- Work alongside portfolio managers and investment team in order to provide clear analysis and understanding on risk
- Monitor risks across equities, fixed income, derivatives, and illiquid assets
- Prepare risk reports, ensuring accuracy, efficient, and timely reporting.
- A background in quantitative finance
- Buyside experience preferable however not essential
- Proven experience in risk analysis, quantitative analysis, and/or portfolio management
- FRM and/or CFA qualifications would be preferential
- Working knowledge of R, Python, Excel and VBA, for risk modelling and data analysis are highly desirable
- Able to liaise and interact with senior stakeholders