Risk and Performance Analyst

Tasks

• Responsibility for the Risk and Performance Analysis Team within Global Investment Management.
• Providing support to the Investment Management, Data, and Hedging teams worldwide with expertise in mathematics and quantitative finance, which often involves the management of alternative investment products.
• Developing detailed insights to support investment activities, making daily adjustments, and developing and documenting these approaches while taking into account the nuances of managing quantitative risks.
• Developing customized mathematical models (e.g., Monte Carlo and regression methods) that assess the risks of specific investment strategies, using a variety of inputs and expert judgments from risk colleagues (the broader quantitative market) across all asset classes (including equities, credit, bonds, and derivatives).
• Conducting simulations and analyses, including stochastic and reliable integration.
• Support for the implementation of existing and future solutions in our advanced performance technologies.
• Preparation of performance management reports for various assets, performance metrics, and limits.
• An examination of the latest trends and approaches in financial and performance analysis, including hedging and derivatives analysis.
• Performing daily data management functions, including extraction, reconciliation, and calculation, to provide accurate and timely data to customers and stakeholders.
• Support the team by providing industry expertise on new investment strategies and products through analysis of market trends and best practices.

Requirements

• Experience with programming languages (Python, MATLAB, R, and/or MATLAB) and Microsoft Excel for routine data management and report processing.
• Experience with financial tools available on the market: Power BI or a similar data analysis product.
• Ability to interpret complex mathematical and statistical information from unstructured data.
• A keen eye for detail and meticulous precision are essential.
• Excellent writing and presentation skills (as well as oral communication skills).
• Excellent interpersonal skills and the ability to handle crises calmly.
• An outstanding work ethic and a commitment to continuous learning about markets, model risk, and risk mitigation.
• An understanding of communication and reporting styles that foster effective discussions with senior management teams regarding business risk monitoring.
• Openness to interacting with investment teams to understand credit risk and credit risk management.
• Ability to explain, in an accessible manner, the rationale for the proposed analysis or methodology and its limitations.
• Excellent judgment, which is necessary to quickly grasp the fundamentals of the trading process.
• Ability to manage multiple projects and deadlines simultaneously.
• Strong interpersonal skills and self-motivation, with the ability to work both independently and as part of a team.
• Basic working knowledge of the derivatives market, including stocks, foreign exchange, interest rates, and commodities.
• The ability to interpret and present results both in writing and orally.
• A focus on the long term. We encourage people to ask questions, try new things, and have fun.

We offer

• 12 weeks of paid maternity leave and 4 weeks of paid paternity leave for employees.
• Flexible work hours (6 hours per week) and flexibility regarding workdays and work locations (Hy