Northern Trust
Senior Consultant, Senior Market Risk Analyst - Front Office Analytics (Finance)
Department: Front Office Analytics
Summary:
The Front Office Analytics (FOA) team is responsible for the daily production of portfolio analytics, risk management, performance and compliance services for our hedge fund and pension fund clients. As a member of the team, the individual will actively participate in daily risk management and market risks oversight through the review of portfolio risk sensitivities, Value-at-risk (VaR), stress scenario analysis and limit monitoring. The candidate would also support various research initiatives and investment data science projects across the FOA team. The position requires strong understanding of quantitative risk management techniques (VaR, Greeks, Sensitivities and Stress testing etc.), and solid knowledge of financial instruments and their valuation approaches across securities and derivatives. Previous experience in using risk analytics solution such as MSCI RiskMetrics, BarraOne, Bloomberg(PORT/MARS) within a hedge fund or Asset Management setting is a big plus. CFA, FRM certification/candidates preferred but not mandatory.
Key Duties and Responsibilities:
•Monitor and manage position-level risk modeling process via risk vendors(i.e. RiskMetrics and RiskSpan) and analysis market risk including Exposure, Value at Risk, Scenario Analysis, Stress Testing, etc.
•Oversee production of portfolio-level risk reporting including portfolio credit risk, counterparty, liquidity and Leverage risk.
•Interact with client executives and portfolio managers to understand their risk reporting development requests and coordinating with internal engineering team.
•Support various research initiatives and data science projects that enable dynamic fact-based and data-driven investment decision-making
•Perform strategic projects or tasks assigned by the Front Office Analytics team
Minimum Qualifications (Education, Experience, Skills):
•3 - 5 years of work experience within financial risk management, investment management, portfolio analytics, quantitative analysis or other related financial services domain.
•Sound understanding of quantitative risk measurement techniques (VaR, Greeks, Sensitivities and Stress testing, etc.) and portfolio management concepts.
•Solid knowledge of various financial instruments and valuation methodology (Equity, bonds and derivatives)
•Strong sense of accountability and ability to work in a fast-paced and dynamic environment.
•Excellent interpersonal skills, strong verbal and written communication skills; team player.
•Bachelor's Degree in a technical or quantitative field (Financial Engineering, Mathematics, Financial Math, Statistics); Postgraduate Degree in above fields a plus.
About Northern Trust:
Northern Trust, a Fortune 500 company, is a globally recognized, award-winning financial institution that has been in continuous operation since 1889.
Northern Trust is proud to provide innovative financial services and guidance to the world's most successful individuals, families and institutions by remaining true to our enduring principles of service, expertise and integrity. With more than 130 years of financial experience and over 22,000 partners, we serve the world's most sophisticated clients using leading technology and exceptional service.
Working with Us:
As a Northern Trust partner, greater achievements await. You will be part of a flexible and collaborative work culture in an organization where financial strength and stability is an asset that emboldens us to explore new ideas. Movement within the organization is encouraged, senior leaders are accessible, and you can take pride in working for a company committed to assisting the communities we serve!Join a workplace with a greater purpose.
We'd love to learn more about how your interests and experience could be a fit with one of America's best banks and most sustainable companies! Build your career with us andapply today.#MadeForGreater