Senior Associate Investment Risk

The Associate/Senior Associate role will join Neuberger Bermans Investment Risk group in our New York office supporting independent risk oversight for the firms Equity Fixed Income Alternatives and Multi-Asset Class strategies. This role is integral to the Private Wealth Investment Risk team focusing on risk measurement attribution and analysis for a range of portfolio management teams. You will contribute to the development and maintenance of regular and ad hoc risk reports assist in solving real-world risk management problems and translate academic or industry research into actionable strategies. The ideal candidate will have a strong quantitative background proficiency in Python and SQL a strong interest in financial markets and outstanding analytical and communication skills. This is an excellent opportunity to work in a fast-paced collaborative environment and gain hands-on experience in investment risk analytics.

Responsibilities:

• Provide day-to-day coverage and analysis of the investment strategies across fixed income and equity for portfolio management teams

• Maintain and run both regular and ad hoc risk and analytics reports across asset classes

• Perform ex-ante and ex-post portfolio risk performance and attribution analysis including scenario analysis and back testing as needed

• Prepare presentation materials for reviews with portfolio managers senior management and the firms Investment Risk Committee

• Collaborate closely with portfolio managers and other members of the investment risk team on any findings on risk analytics

• Solve complex risk management challenges in a largely autonomous fashion while collaborating with team members

• Translate academic research and industry developments (buy-side research) into practical data driven insights that are implementable and actionable

• Stay up to date on academic finance research and developments and present findings to team members

Qualifications:

• 3-5 years of experience in a quantitative analytical or risk-focused role within financial services asset management or wealth management

• Expertise in risk and attribution modeling techniques for equity and fixed income is required

• Previous use and working knowledge of the industrys standard performance attribution and risk models such as Aladdin Barra Factset or Bloomberg PORT is expected

• Excellent analytical verbal and written communication skills with the ability to clearly convey complex findings to both technical and non-technical audiences

• Proficiency in Python Programming and SQL is required

• Bachelors or masters degree in quantitative fields like Engineering Econometrics Computer Science Applied Mathematics Statistics or similar

• Familiarity with risk management and risk statistics including concepts such as risk decomposition factor exposure and stress testing is a plus

• Extremely goal-oriented and a true team player. The highest integrity relates to corporate standards and compliance

• Progress towards professional certifications such as FRM CFA CAIA or similar is a plus

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Compensation Details

Note: No amount of pay is considered to be wages or compensation until such amount is earned vested and determinable. The amount and availability of any bonus commission production or any other form of compensation that are allocable to a particular employee remains in the Companys sole discretion unless and until paid and may be modified at the Companys sole discretion consistent with the law.

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