Salary: 150K-250k total compensation Location: New York, NY, USA Job Type: Permanent, Full time Company: Robert Walters Associates Inc Posted on: 10 Mar 15

Investment Risk Analyst position will provide analytical support to the Investment Risk Management team, and assist with investment management process for a diverse base of passive and active fixed Income portfolios.

Investment Risk Analyst position will provide analytical support to the Investment Risk Management team, and assist with investment management process for a diverse base of passive and active fixed Income portfolios. The successful candidate will work closely with the portfolio managers, product specialists, compliance, and technology team members to assist in understanding of the risk model and its shortcomings, conduct risk attribution analysis and evaluate key risk drivers across over 600 fixed income portfolios, analyze changes in global macroeconomic environment and potential implication for portfolio risk, as well as participate in risk-related research and process enhancement initiatives.

Primary Duties and Responsibilities

• Providing support to the Investment Risk Management team in daily risk management and oversight of a diverse base of passive and active fixed income portfolios
• Ongoing monitoring and reporting on investment risk and performance across portfolios, analyzing risk exposures and key market sensitivities, and communicating key risk indicators to the portfolio managers and other business leaders to support internal and external stakeholder’s decision making
• Communicating with portfolio managers and business leaders on capital market conditions, portfolio characteristics, strategy and tactics
• Developing new automated reports and enhancing investment risk reporting for fixed income investment portfolios
• Analyzing model output, measuring risk model accuracy, and performing risk and performance attribution analysis
• Troubleshooting risk calculation and risk report generation process
• Designing and maintaining an array of tools and provide computational analysis to support the risk management process and assist in Investment Risk Management team’s communication with portfolio managers, business leaders, and investment risk oversight committees
• Assisting in researching and assessing risk for new investment products and strategies

Qualifications and Core Competencies

• BA, BS, or MS in statistics, finance, mathematics, econometrics or similar quantitative field
• 5-8  years of financial services experience, preferably in fixed income asset management
• Good understanding of fixed income pricing concepts (duration, convexity, option-adjusted valuation, etc.), asset classes and financial markets
• Strong analytical and quantitative skills
• Ability to interpret and manipulate large data sets, identify trends based on quantitative and qualitative information 
• Experience with factor based portfolio analysis
• Proven ability to effectively communicate quantitative topics and concepts to a diverse audience
• Excellent written and oral communication skills
• Attention to detail is a must
• Proficiency with VBA, SQL, Excel is required
• Matlab, R, or other statistical packages is highly desired