Temporary Risk Analyst

Temporary Risk Analyst

The Ford Agency is looking for a talented, self-motivated Quantitative Risk Analyst with solid technical computing skills for an Arlington-based investment firm.

The ideal candidate must be familiar with current risk management techniques, including VaR, stress testing and greeks. Familiarity with Bloomberg is a plus. Basic understanding of trading strategies across all major asset classes and hedge fund investment styles and knowledge of cross asset class financial instruments modelling and pricing (equity/FX options, stocks, bonds, futures, asset backed securities, interest-rate swaps, CDS, etc.). Understanding of risk management techniques, VaR approaches (Historical, Monte-Carlo) and sensitivity measures (option greeks, DV01, yield, duration, etc).

This position involves day-to-day contact with risk and fund managers and involvement on the quantitative and technical side of supporting the production of risk analysis and reports. The candidate will gain an in-depth understanding of all the steps in the risk generation process including the underlying pricing and analysis algorithms, as well as the experience with regulatory risk reporting, such as Form PF.

RESPONSIBILITIES INCLUDE:

- Providing support to fund managers regarding the content and the production of risk reports: answering queries on risk exposures, measures, scenarios, Value-At-Risk calculations and models used within the risk system.
- Creating ad hoc SQL scripts to extract data out of the firm's various systems to facilitate investigations.
- Working together closely with the development team to test and validate new pricing models and enhancements.
- Reconciling the order management system with the numbers reported by our accounting team using alternate systems such as Bloomberg and/or in house Access databases, and Excel.
- Coordinating and actively participating in the setting up of new products on the risk platform and configuring the risk engine to conduct the set of analyses as required.
- Identifying and addressing any ad-hoc issues regarding the production of risk reports and escalating to the appropriate team.
- Provide input and feedback for the continuous enhancement of the system.
- Assists in creating and maintaining price verification policies and methodologies to ensure that all positions are properly marked and independently verified.

This is a temporary position and is available immediately.