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Guggenheim Services, LLC Senior Market, Credit and Liquidity Risk Analyst in New York, New York

Guggenheim Partners is seeking a Senior Risk Analyst in their New York City office. The individual will report to the Managing Director-Market and Credit Risk Management.

Market, Credit and Liquidity Risk Analyst position is a leading role focusing on developing, maintaining and enhancing technology infrastructure utilized for enterprise-wide financial risk measurement, reporting, monitoring and management capabilities for a complex institutional asset manager covering multiple asset class products in fixed income, equity and alternative markets.

  • The candidate must leverage risk, investment and technology knowledge to lead the development and support of the risk analytical framework. Further the candidate must develop deep understanding of the existing risk platform to maintain and enhance the established technology architecture.

  • Leverage risk modeling platforms such as BlackRock Aladdin, Bloomberg PORT and proprietary systems to quantify risk exposure to interest rates, credit spreads, equity, foreign exchange, commodity and macroeconomic factors.

  • Analyze risk factor returns, volatility and correlation structure to calibrate risk and investment models to quantify VAR and identify tail-risk events under various stress case scenarios.

  • Enhance the automation of risk quantification and scenario stress testing process to reallocate efforts towards forward looking what-if risk analysis.

  • Conduct signal processing research utilizing traditional and machine learning techniques including exploration of non-traditional datasets to identify incremental predictive power into existing risk and investment management process.

  • Work with investment and trading teams to develop, enhance and institutionalize automated risk reporting while utilizing internal resources from Technology and Operations Teams.

  • Develop, document and communicate business requirements and oversee successful project implementation.

  • The candidate should have an advanced degree in statistics, mathematics, economics, or quantitative finance and a strong programming background with 5+ years professional experience developing quantitative risk and investment technology in Python, Matlab, MS SQL, and R.

  • The candidate must have experience working with distributed computing architecture including larger datasets processing leveraging cloud-based computing technologies such as Apache PySpark, Apache Airflow and Python DASK.

  • Professional experience in developing systems and implementing methodology related to market risk quantification with strong understanding of financial products covering cash, derivatives and structured products in the fixed income, equity and alternative markets.

  • The candidate must have strong communication skills to present to senior management and investment and risk teams.

Guggenheim Partners is a diversified financial services firm that delivers value to its clients through two primary businesses: Guggenheim Investments, a premier global asset manager and investment advisor, and Guggenheim Securities, a leading investment banking and capital markets business. Guggenheim’s professionals are based in offices around the world, and our commitment is to deliver long-term results with excellence and integrity while advancing the strategic interests of our clients.

Guggenheim is an equal opportunity employer and all qualified applicants will receive consideration for employment without regard to race, color, religion, gender, sexual orientation, gender identity, national origin, disability, or status as a protected veteran. Learn more at GuggenheimPartners.com, and follow us on LinkedIn and Twitter @GuggenheimPtnrs.

Requisition ID: 2021-1658

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