Risk Management Associate
1 month ago
Overview
In this role, you will report to the Director of Global Risk Management and be responsible for the following:
- Own the risk monitoring and oversight of a set of portfolios with a cross-asset class exposure in linear and non-linear instruments.
- Challenge and support Portfolio Managers in their investment process and risk management.
- Monitor global macro market development and contribute to the definition of ad-hoc risk scenarios.
- Communicate the impact of global macro market development to our global macro portfolios and overall portfolios.
- Perform other ad-hoc risk analytics for both global macro portfolio and overall portfolios.
- Work closely with other members of the risk team to support our risk monitoring and management functions.
- Contribute to the implementation of the Firm and Macro Risk Management and contribute to the enhancement of BAM risk analytics and reporting.
Qualifications & Requirements
To be successful in this role, you will need:
- 5 to 10 years of experience as a risk manager/quant analyst/trading.
- Strong experience with Interest Rates Derivatives, FX Derivatives & Emerging Markets.
- Fixed income and Interest Rate Derivatives products, including Interest Rate Swaps, FRAs, Futures, Government Bonds, Swaptions, Cap/Floors and MidCurves.
- FX products, including spot, forwards, options, barriers, vol and variance.
- Knowledge of equity derivatives, RV, and commodities is a plus.
- Understanding of global macro risk framework, including portfolio risk, stress scenarios.
- Communication ability – must speak fluent English and be able to communicate effectively with PMs.
- Strong analytical/problem solving skills (quantitatively savvy).
- Knowledge of the following programming languages/scripts/tools: Python/SQL/Tableau.
- Creativity/Idea Generation – generates fresh project ideas and looks for ways to improve existing processes.
- Attention to detail – takes ownership of projects, strong focus on quality, correctness, and intuitiveness of output.
- Motivated, hard-working, self-starter (will-do attitude).
Education, Training & Experience
You will need a Bachelor's degree or the equivalent in Business, Business Administration, Finance, Economics, Mathematics or Engineering from a reputable university.
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