RiskMetrics Expert - Hedge Funds

Discipline - Banking

Subsector - Analytics

Location - Mumbai

About our Client - Our client is a Swiss based Services outsourcing firm catering to Hedge Funds across the globe. They are a team of 15 at Mumbai currently and are planning to grow in near future.

Job Description - Reporting into the head of the company, you will be responsible for:

- Modeling Help pick best practices for difficult to model securities.

- Understand which securities can be modeled in RiskMetrics, which models are the most appropriate ones to use for each security type, assign appropriate proxies to those positions that are not covered by RiskMetrics in their Terms & Conditions database or identify third party pricing providers who can provide us with appropriate inputs that are not available via CITCO

- Data Validation The individual will identify reasons for any exceptions in market values i.e. the reason for differences between market values as a result of RiskMetrics pricing the security versus CITCO. Usually this is because of an incorrect input (eg. quantity is incorrect) into a pricing model in RiskMetrics or lack of inputs into a pricing model (eg. we didn't have the inputs required for a commodity future option). They will then work with MIK and with RiskMetrics (if required) to make sure the appropriate inputs are being passed in and the correct models are being specified. Other IT Work:

- The individual can work with our IT team to expose further functionality that RiskMetrics offers via our intranet. This will be a less likely feature

The Successful Candidate - As a successful applicant, you will be a RiskMetrics Expert who has experience in analyzing risk data for Hedge Funds, Risk modeling and Analytical Support. Minimum 2-4 years of experience on RiskMetrics required. Candidate should be CFA certified and have sound knowledge of Financial Modeling and Quant Analytics.

What's on Offer - Chance to work for an international organization within their initial growth phase in India. Hence it provides lots of freedom, learning and growth prospects. Attractive salary packages.

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