Risk Analyst
Risk Analyst
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$ 95805 - 160000
1 Vacancy
Job Description
Job Duties: The Risk Analyst (multiple openings) at MPG Operations LLC in New York NY will provide risk coverage over the systematic event driven and index rebalance business. Work closely with analysts in other regions to quantify and report risks associated with the strategy. Partner with Business Development to interview prospective Portfolio Managers to set up and manage risk limits. Evaluate trade ideas and analyze portfolio construction approaches by various Portfolio Managers to determine if those are effective within the risk management framework. Closely monitor risk drivers across the portfolios under coverage responsibility and direct communication with Business Management and/or Portfolio Managers when these grow beyond established tolerances. Perform statistical analyses to determine Profit and Loss drivers especially to bespoke themes such as earnings or macroeconomics. Utilize programming skills (R SQL VBA Tableau and Python) to help create risk analytics user interfaces calculation engines and pricing models. Collaborate with other functional groups within the Firm. Deliver information succinctly to senior management. Partner closely with Risk Technology Equities Portfolio Manager Tools and Risk Architecture and Informatics teams to improve the infrastructure used to monitor the business. Work closely with the leader of the Risk group to establish and monitor trading parameters risk guidelines and performance metrics for Portfolio Managers. Salary: $95805 to $160000 per year.
Minimum Requirements: Requires a Bachelors degree in Statistics Mathematics or a related quantitative field plus 2 years in a Risk Analyst or related occupation in the financial or investment industry. Must include 2 years of experience with each of the following: 1 equity risk function; 2 code using R python and SQL; 3 index rebalance and systematic event driven strategies; 4 monitor risk drivers across managed portfolios; 5 build risk management systems and create business intelligence tools; 6 perform statistical analysis to determine Profit and Loss drivers; 7 evaluate trade ideas and portfolio construction; 8 interview prospective Portfolio Managers to manage risk limits; and 9 coordinate projects across multiple business units.
Millenniums ongoing employee referral program does apply to this position. Details of the program may be located on the company intranet home page click Resource Library > HR Resources > Talent Acquisition > Employee Referral Program. Alternatively you may navigate to the webpage directly using this URL: apply please send resume to and reference job code 0166 when applying.
This notice is being posted in connection with and as a result of the filing of an application for permanent alien labor certification for the abovedescribed job opportunity. Any person may provide documentary evidence bearing on the application with information on available workers or information on wages and working conditions to a Certifying Officer of the U.S. Department of Labor whose address is as follows: U.S. Department of Labor Employment & Training Administration Office of Foreign Labor Certification 200 Constitution Avenue NW Room N5311 Washington DC 20210.
Required Experience:
IC
Employment Type
Full-Time
