Strefa Klienta
Investment Risk Analyst
Investment Risk Management Group provides risk oversight for internal and external stakeholders. Regular engagement is designed to identify and escalate relevant risks in relation to mandate guidelines, regulatory and industry standards. We work closely with Investment Teams to provide them high quality data and reporting, and serve as trusted risk consultants, providing unbiased views on investment selection, portfolio construction and portfolio evaluation.
The primary function of this position is to calculate, analyze and report portfolio characteristics, weights, attribution, and risk statistics, as well as use optimization software to enhance portfolio expected performance and construct efficient frontiers, given client-specific constraints. Additionally, the Investment Risk Analyst will act as a trusted source for independent portfolio and strategy information, providing insight and support to other teams across the firm. The Investment Risk Analyst must be able to work independently with light guidance.
Working with us, you will be responsible for:
Risk Consulting:
- Build and maintain relationship with investment team.
- Identify, build and implement reporting requirements supporting the investment group.
- Perform sophisticated ad hoc analyses, such as stress tests, sensitivity or hedging analysis give various market conditions
- Act as backup to Senior Investment Risk Manager for critical deliverables specific to the investment group.
- Maintain and manage data required for the investment group’s reporting requirements.
Client Support:
- Respond to ad-hoc requests for portfolio characteristics and risk statistics information.
- Assist with creation of marketing materials and pitch books based on client-tailored optimization analysis to assist sales force.
Industry Trends:
- Remain current on performance related trends, topics and issues.
- Assist in conducting industry-wide studies and data analysis.
We are looking for candidates who:
- Bachelor's degree, preferably in a quantitative discipline, Master’s degree preferred.
- 2+ years relevant work experience in the Financial Services Industry generally, preferably some with investment risk management, investment performance or Fund accounting experience
- A solid understanding of multi-factor risk modeling for multi-asset or alternative asset classes
- Experience with one or more of the following systems strongly preferred: MSCI RiskMetrics, MSCI BarraOne or Bloomberg PORT
- Tech stack required for this role: PowerBI/Tableau(or similar BI tool), VBA, SQL and Python (or similar programing language)
- Intellectual curiosity towards financial markets
- Knowledge of statistical calculations
- Knowledge of financial instruments and markets
- Progress toward or completion of CFA, FRM or strongly preferred
- Working knowledge of SimCorp Dimension advantageous
- Strong verbal and written communication skills
- Strong attention to detail
We guarantee:
- Possibility to develop your career in a global environment
- Attractive location in the center of Poznań (New Market)
- Private Healthcare and Life Insurance
- Office gym
- MultiSport Program or MultiSport Cafeteria
- Investment Programs
- Learning resources (LinkedIn Learning, online and in-person trainings)
- Recommendation program (Employee Referral Network)
- Friendly and supportive working environment
- Participation in international projects
- Possibility to lead or support charity events
- Onsite kindergarten and creche
- Onsite canteen, discounted prices
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