Pittsburgh, PA20 days ago
Ten (10) years of progressively responsible experience must include: Utilizing risk management frameworks involving Value at Risk (VaR), and stress testing/scenario analysis including historical, parametric, and Monte Carlo; Handling commercial frameworks including Aladdin, Barra or Axioma; Understanding risk drivers of major asset classes, including equities, fixed income, securitized assets (CLOs), and derivatives; Understanding risk and performance drivers of global multi-asset portfolios, interplay between underlying global assets, FX risk, and FX and market hedges including correlation and volatility interplay. Three (3) years of experience must include: Analyzing and validating unexpected results, performing root cause of potential underlying issue, leveraging data analysis, and using productivity tools including Excel VBA macros, Python, and SQL; and Utilizing economic and financial leverage mechanics, investment strategies including active/passive, liquid and illiquid alternatives, and individual trades including directional, long/short, relative value, structured, derivatives vs cash based.