Vacancies

Stress Test Modelling, Cross Asset Quantitative Risk, Buyside

Title

Stress Test Modelling, Cross Asset Quantitative Risk, Buyside Firm

Location

London

Date

Feb 2019

Compensation

Market Leading - Dependent on Experience

Description

We are working with a global Asset Manager firm who are looking to grow their in-house quant risk group by hiring at associate - VP level in London. They are looking for a candidate who combines strong statistical and economic knowledge (ideally in the form of macro econometric modelling). As this team heavily uses RiskMetrics and APT, so the candidate is required to be an advanced user of risk engines including significant experience stress test modelling in these engines and we can not consider candidates without this skill.

This group is responsible for providing quantitative support to wider risk management and portfolio management teams across all asset classes and funds. The team is growing due to the wider growth of the business and the consistent innovation of the group of means that this particular team have been working on a wide range of projects. The team works on both strategic projects and tactical ad-hoc work (working with fund managers of all strategies on the more quantitative risks in their portfolio).

This particular role will focus on stress testing and associated modelling in both RiskMetrics and APT across different funds and asset classes. As a result, this role will be tranversal in nature. Therefore the client is looking for a depth of knowledge (and innovation) in stress-testing but this should be combined with an adaptability that is based on a wider asset class understanding. They are looking for candidates who have excellent modelling skills. Investment risk analysts with strong academic backgrounds and technical skills are likely to be a good fit for this role. This team has a history of strong career progression prospects and provides a positive, progressive environment to support your learning and development.

Summary:

  • Focus on stress-testing, generation of forward-looking scenarios.
  • Statistical analysis and regression analysis between macro-factor and financial data.
  • Experience in macro-econometrics models
  • Created Monte-Carlo simulation based cash-flow model
  • Excellent command of statistics, econometric modeling, probability theory and numerical techniques
  • Power-user in RiskMetrics and APT. Other risk engine will be beneficial.
  • Knowledge in financial market
  • Programming in MATLAB or Python.
  • Academic background in economics is a preference or strong exposure to economics if not.

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. Please contact apply@burdettpartners.com to arrange a call.

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