Fantastic role for a junior market risk analyst or an I.T professional with market risk knowledge to join a leading global asset management company.

Key Responsibilities:

1 Measure portfolio risk metrics such as VaR (incl. back-testing), Stress-Testing, Tracking Error, Downside Risk, Sharpe Ratio etc.
2 Assist senior members in creating ex-post and ex-ante risk/performance reports
3 Create performance attribution reports that identify allocation and selection effect
4 Support senior staff in research/quantitative/qualitative analysis of portfolios
5 Calculate and report Counterparty risk & issuer concentration risk
6 Assist senior staff in presentations
7 Under the supervision of senior staff conduct gather/map/model data, and resolve data errors; maintain databases including database coding such as Access
8 Write computer programs/macros to facilitate portfolio analysis under direction
9 Develop  basic understanding of products, market characteristics and investment processes

Experience, Knowledge and Qualifications required for Job:

Experience:
* Proficiency in Access Database/SQL and Excel VB
* Experience in statistical software or Matlab is desirable
* Knowledge of Bloomberg/Data Stream/Reuters

Knowledge:
* Good understanding of financial instruments at theoretical level incl. basic pricing methodology
* Good understanding of option pricing model
* Research capability

Qualifications:
* Masters degree in quantitative subject such as Computer Science/IT, Statistics, Financial Engineering or Mathematics

Other Personal Attributes Required:
* Effectively operate in a team-oriented and collaborative environment
* Highly motivated self-starters
* Good time management and be able to work under pressure
* Good command of English
* Attention to details
* Excellent problem solving capability
* Strong work ethic
* Professional Manner