Job Description
Skill Farm Members are invited to apply for the following role:
Responsibilities:
Analyze time series data for information content that may be of use to Risk Managers, such as market liquidity, hedge efficiency
Working co-operatively with other parties like risk managers, traders, data providing teams
Drive process automation and streamlining projects independently or by collaborating with dedicated development team.
Execute the department strategy as outlined by senior management.
Support the Client relationship team in ensuring streamlined Investor communications
Work in close contact with the Fund Service group to ensure that there is consistent, accurate streamlined processing of the end to end operating model for both underlying fund and investor reporting.
Other project-based tasks as assigned.
The role involves understanding the various processes to generate the risk numbers retrieved by various risk feeds. This will involve evaluation and analysis of Market risk exposures by employing statistical and other approaches.
Build engagement with service providers and drive KPIs
Provide support, resolve client issues, and demonstrate a firm understanding of the product to users (managers, traders etc.)
Skills:
8 + years of Financial services experience in Market Risk or Hedge Fund accounting/ investment operations of an Investment Bank.
Good understanding of risk techniques (Value at Risk, Stress Testing, Exposures, Greeks, Back Testing).
Very good understanding of financial products valuation methods.
Ability to work in a team under tight deadlines.
Good communication and interpersonal skills.
Strong understanding of financial markets and risk management techniques.
Bloomberg and/or Reuters knowledge.
FRM or CFA certification is an advantage.
Knowledge of market regulations, such as Liquidity, Money Market Stress Testing, Basel III, AIFMD, UCITS, ESG an advantage
