Quantitative Analyst – Investment Risk
Apply locations Dublin time type Full time posted on Posted 2 Days Ago job requisition id R0010437
Position Overview:
The Risk Department is a fast-paced, action-oriented group, which handles numerous complex matters impacting Neuberger Berman Asset Management Ireland Limited (“NBAMIL”) and EMEA activities. We are seeking an investment risk analyst to work in the EMEA risk group handling the matters below, as well as some functions to support the NBAMIL Designated Person for Fund Risk.
Primary Responsibilities:
* Maintaining inventory of the risk management policy and procedures and manage the ongoing update cycle for NBAMIL activities and some of the EMEA broad activities. Policies are covering all risks and mainly Investment, Operational and Counterparty Risk.
* Preparing PowerPoint presentations for senior management, Board and risk committee booklets in collaboration with senior members for the Risk team. This will involve collecting relevant data within risk systems and information, organizing the information in a constructive way as well as building new Key risk Indicators.
* Supporting the Senior Members of the EMEA Risk team to oversee fixed income strategies managed out of the region as well participate in projects to facilitate Risk processes and frameworks.
* Calculating, reviewing, and monitoring specific risk metrics such as Value at Risk (VaR), Tracking Error, various fixed income characteristics (e.g. Duration, yields, DtS etc) and risk adjusted market indicators.
* Reviewing and validating risk models on Value at Risk (VaR), and Tracking Error utilised through third party systems.
* Supporting the EMEA Investment Risk team and Fund Risk DP with some day-to-day activities in a timely and accurate manner as well as to take the initiative to enhance these processes and to develop new kinds of analysis that are value-add to the team.
Key Qualifications:
* 6 months - 2 years’ experience in asset management with exposure to EU regulatory framework.
* Strong analytical and quantitative skills as well as writing & presentation skills.
* Basic knowledge of AIFM and UCITS regulations and understanding of requirements in respect of Risk Management.
* Proficiency in Microsoft Office (e.g. Excel, Word, PowerPoint, and Outlook) a must and some coding experience using Python is essential.
* Familiarity with BlackRock Aladdin beneficial, but not essential.
* Interest in seeking the FRM or CFA certification.
Who you are:
* Enjoys a fast-paced, dynamic environment and using independent judgement.
* An interest in financial markets and the changing regulatory landscape.
* Well organized with strong attention to detail and communication skills.
* Strong time management skills; ability to prioritize multiple tasks efficiently.
* Proactive in following up on details, anticipating issues, and closing loops on all requests.
* Must be teamwork oriented and also be able to work independently with minimal guidance.
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