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Risk Analyst (Ref: Analytics)
Sector, Sub Sector: Asset Management , Traditional Asset Manager
Risk Type: Market
Expertise: Trading/Derivatives
Risk Manager
Quant
Company: Western Asset Management
Location: Pasadena , California , 91101 , Americas, United States
Employment Type: Permanent
Job Description:

This individual will support the firm's global risk management analysis and reporting initiatives including the daily modeling (creation and maintenance) of all securities and benchmarks in Western's risk systems.  The individual will be involved in producing/developing risk reports that assist the risk and portfolio management staff in assessing portfolio risk exposures, understanding benchmark characteristics and determining trade allocation parameters.  Additionally, the individual will be assigned ad hoc analysis projects by senior staff.  Along with the responsibilities and competencies specified below, we are looking for an individual who possesses a positive, action-oriented attitude and understands the importance of taking initiative within a team environment.  The optimal candidate has an interest in a career in analytics/risk management and has demonstrated an interest in following the financial markets.

 

Responsibilities/Duties:


  •  Model all bonds and derivatives that support firm's daily risk management / data integrity reporting processes
  •  Perform quantitative analysis as required for portfolios and strategies
  •  Interface with/support several of the firm's major proprietary and vendor related systems/applications
  •  Interface across departments to resolve any issues as they pertain to analytics
  •  Develop keen knowledge of financial markets, various fixed income sectors and related analytics and risk models

 

Competencies:


  • Demonstrated knowledge of fixed income instruments (debt, warrants, options,  futures, OTC derivatives, etc) and markets across various countries and currencies
  • Strong knowledge of global fixed income strategies and benchmarks
  • Strong technological acumen; advanced Excel, Access queries, SQL, and working knowledge of Bloomberg API
  • Excellent interpersonal skills, including verbal and written communication skills   required
  •  Knowledge of risk systems (Point, Yieldbook, Algo, Intex, etc.) a plus
  •  Knowledge of mathematical/statistical systems such as Matlab, R, SAS a plus
  •  Must be professional, team oriented and analytical
  •  Flexible work hours required

 

Academic Qualifications (minimum requirements):


Graduate level degree in Computational Finance, Financial Engineering or related discipline. 

Chartered Financial Analyst certification or commitment to pursue.

 

 
Job Ref No: Analytics