Senior Risk and Quantitative Solutions Analyst

Role Summary: Demonstrates full knowledge in assigned area and is an experienced sole contributor. Provides independent, rigorous analysis to inform portfolio construction decisions and highlight major risk positions within Capital's Fixed Income and multi-asset portfolios. Proactively conducts advanced quantitative and qualitative analyses for portfolios. Represents risk management practices in internal and external meetings. Develops and enhances the framework for risk management monitoring and reporting processes. Proactively thinks outside of the box and identifies new ways to evaluate risk.

In this role you will:

• Proactively conducts advanced quantitative and qualitative analyses for portfolios.
  
  
  • Communicates ideas and recommendations to Portfolio Managers to influence portfolio construction decisions.
  • Advises Portfolio Managers on the risk characteristics of their portfolios.
  • Proactively conducts portfolio reviews to identify key risks in portfolios.
  • Performs quantitative analyses and provides recommendations to help formulate internal portfolio risk guidelines.

• Represents risk management practices in internal and external meetings.
  
  
  • Presents analytics and findings to the Fixed Income investment group and oversight groups.
  • Relays risk management processes and policies to external clients. Educates clients on Capitals' portfolio risk process, taking into account the client's specific needs and concerns.

• Develops and enhances the framework for risk management monitoring and reporting processes. Proactively thinks outside of the box and identifies new ways to evaluate risk.
  
  
  • Develops risk methodology and scenario analysis capabilities to enhance risk assessment in Fixed Income portfolios.
  • Develops top down and bottom up portfolio risk reports to identify and monitor the major risks in portfolios.
  • Performs quantitative analyses and provides recommendations to develop system solutions required for client, internal and regulatory risk analysis.

• Performs additional responsibilities as assigned.

• You have a minimum 10 years work experience as a risk manager, quantitative analyst, portfolio analyst or portfolio manager in fixed income
• You have a Masters degree in Financial Engineering, Computer Science, or other relevant STEM fields preferred.
• You demonstrate knowledge within emerging market fixed income, global fixed income and global multi-asset strategies
• You demonstrate in-depth knowledge of finance and investment principles, and portfolio construction. Exhibits knowledge in current and possible future policies, practices, trends, technology and information affecting the department/business area.
• You demonstrate advanced knowledge of risk management, technology skillsets, and technical capabilities.
• You demonstrate intellectual curiosity and analytical skills in areas of high complexity.
• You demonstrate sound judgment in resolving complex matters.
• You demonstrate initiative by identifying issues and recommending solutions on complex and broad matters.
• You demonstrate effective written and oral communication skills with a diverse group of associates, senior business leaders and a diverse group of individuals outside of the organization.
• You demonstrate ability to collaborate and develop/maintain working relationships inside and outside the organization to enable effective completion of business objectives.
• You demonstrate effectiveness in leading/facilitating with senior business leaders on broad/controversial topics inside and outside the organization.
• You demonstrate working knowledge of Excel, Python or R, as well as familiarity with Bloomberg.
• You have knowledge of Blackrock's Aladdin system is a plus.