Portfolio Risk Analyst - BFSI

Support all internal stakeholders and in particular GPMR's mission through portfolio risk measurement, analysis and reporting. Ensure regulatory and contractually driven portfolio risk reporting and monitoring.

Under the supervision of senior staff conduct gather/map/model data, and resolve data errors; maintain SQL databases and develop coding such as R and Excel VBA.

Measure and monitor portfolio risk metrics such as VaR (incl. back-testing), Stress-Testing, Liquidity, CP risk.

Design custom computer programs/macros, as needed, to facilitate portfolio risk analysis.

Support senior staff in research/quantitative/qualitative analysis of portfolios.

Develop basic understanding of the markets in general and potential impact on portfolio risk.

Assist senior staff in presentations.

Skills & Experience:

- Basic SQL and Excel VB

- Basic knowledge of systems such as Bloomberg, Data Stream, Barclays POINT would be a plus

- Knowledge of statistical programs (S Plus, R), would be a plus.

- Basic understanding of risk measurement techniques such as VaR and Tracking Error etc.

- Basic understanding of financial instruments at theoretical level incl. basic pricing methodology

- Research capability