Risk Analyst - Assistant Manager

State Street Risk Analytics combines unique capabilities in data and analytics to better serve our clients and build relationships with new customers. Through information and insights, investment analytics and data solutions, our goal is to help our clients to generate the most value.

State Street Risk Analytics’ truView platform is a web-based application providing a full suite of analytics that give clients insight into the risks and performance of their investment portfolios. Supporting all asset classes, the platform produces analytics such as: stress testing, value at risk (VaR), position specific analytics for derivatives (delta, gamma, vega etc.) and fixed income characteristics such as duration and convexity

Our core values are as follows and we expect all employees to demonstrate these in day to day work:  

Team work

Openness

Positive Attitude

Customer delight

Excellence

Job Description:

• Performing reconciliation on a range of data including risk analytics like Value at Risk, sensitivity measures, stress testing results
• Analysis of clients investment portfolio data.
• Oversight of fund service providers with focus on operational risk
• Reconcile risk results against accounting reports and independent data. Investigates further where necessary
• Analysis of portfolio reports based on market regulations, such as Liquidity, Money Market Stress Testing, Basel III,  AIFMD, UCITS,  ESG and others.
• To provide timely and accurate market data for internal Market risk systems.
• 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.)
• Key focus on service delivery excellence and ability to work under pressure.

Skills/Experience Required

• 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

State Street's Speak Up Line