CAREERS

Consultant, Market Risk Analyst, Portfolio Analytics & Risk

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Inv Perf / Support
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87942 Requisition #

Job Description:  Consultant, Market Risk Analyst, Portfolio Analytics & Risk

Department:   HFS Portfolio Analytics and Risk

Summary:  As a member of the HFS Portfolio Analytics and Risk team, the individual will support daily production and delivery of various portfolio risk and compliance analytics to our clients, as well as assist with development initiatives, process automation, and strategic projects across the HFS Middle Office. The position requires strong analytical and problem solving skills, sound understanding of quantitative risk measurement techniques (VaR, Greeks, Sensitivities and Stress testing etc.), and solid knowledge of various financial instruments and its pricing methodology (Equity, bonds and derivatives).  Hands-on programming  skills using Python, R, VBA or similar is desired. Previous experience in using risk analytics solution such as MSCI RiskMetrics, BarraOne, Bloomberg(PORT/MARS) within a hedge fund or Asset Management setting is a big plus. CFA, FRM certification/candidates preferred but not mandatory.

Key Duties and Responsibilities:

  • Daily support of the HFS Risk and Compliance offerings for franchise clients
  • Analysis of portfolio market risk - including scenario analysis, stress testing, and value at risk
  • Monitoring of portfolios against exposure, liquidity, risk, and regulatory limits
  • Quality control large sets of market data and model results using analytical tools
  • Utilize Python for adhoc data analysis, numerical computations, and basic automation
  • Working with clients to understand development requests, coordinate builds with IT
  • Assist with tactical design for strategic projects

Minimum Qualifications (Education, Experience, Skills):

  • Minimum 3 years of work experience within a Quantitative or Financial Services domain
  • Sound understanding of quantitative risk measurement techniques (VaR, Greeks, Sensitivities and Stress testing etc) and portfolio management concepts.
  • Solid knowledge of various financial instruments and its pricing methodology (Equity, fixed income, and derivatives)
  • Hands-on programming skills using Python (including Pandas, Numpy) or similar (VBA, R, etc.)
  • Ability to think creatively about business issues, strong problem solving skills
  • Excellent interpersonal skills; team player.
  • Adaptive, flexible style - able to work in a dynamic, fast-paced environment
  • Bachelor’s Degree in a technical or quantitative field (Financial Engineering, Mathematics, Financial Math, Statistics, Computer Science); Postgraduate Degree in above fields a plus.

 

About Northern Trust:

Northern Trust provides innovative financial services and guidance to corporations, institutions and affluent families and individuals globally. With over 130 years of financial experience and nearly 20,000 partners, we serve the world’s most sophisticated clients using leading technology and exceptional service.

Working with Us:

As a Northern Trust partner, you will be part of a flexible and collaborative work culture, which has a strong history of financial strength and stability. Movement within the organization is encouraged, senior leaders are accessible, and you can take pride in working for a company that is committed to strengthening the communities we serve!               

We recognize the value of inclusion and diversity in culture, in thought, and in experience, which is why we are honored to receive the following awards in 2021:

  • Gender Equality Index Member, Bloomberg
  • Top Financial & Banking Company, Black EOE Journal, Hispanic Network Magazine, Professional WOMAN'S Magazine

We’d love to learn more about how your interests and experience could be a fit with one of America’s best banks and most sustainable companies! Build your career with us and apply today.

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Reasonable Accommodation
Northern Trust is committed to working with and providing reasonable accommodations to individuals with disabilities. If, because of a medical condition or disability, you need a reasonable accommodation for any part of the employment process, please email our HR Service Center or call 1-800-807-0302 (North America), +630-276-5353 (Asia Pacific), 1800-425-0333 (India), +44(0)207 982 4357 (Europe, Middle East and Africa) and let us know the nature of your request and your contact information.

Equal Employment Opportunity Statements
  • APAC/India EEO Statement
    • APAC/INDIA EEO STATEMENT

      It is the policy and practice of Northern Trust to provide equal employment opportunities to all employees and applicants. Northern Trust does not discriminate on the basis of race, colour, religion or belief, nationality, ethnic or national origin, sex, marital status, sexual orientation, disability or age. All employment decisions will be made in a non-discriminatory manner in accordance with our obligations under the law and codes of practice. This includes human resources’ decisions relating to recruitment, terms and conditions of employment, transfers, promotions and access to learning and development.

  • Canada EEO Statement
    • Canada EEO STATEMENT

      Northern Trust is an Equal Opportunity Employer. Hiring and other employment decisions at Northern Trust are made without regard to race, colour, religion, sex, ancestry, national origin, ethnic origin, age, disability, citizenship, veteran status, sexual orientation, record of offences, marital status, family status, or any other characteristic protected by federal, provincial, or local law, regulation, or ordinance.

  • EMEA EEO Statement
    • EMEA EEO STATEMENT

      It is the policy and practice of Northern Trust to provide equal employment opportunities to all employees and applicants. Northern Trust does not discriminate on the basis of race, colour, religion or belief, nationality, ethnic or national origin, sex, marital status, sexual orientation, disability or age. All employment decisions will be made in a non-discriminatory manner in accordance with our obligations under the law and codes of practice. This includes human resources’ decisions relating to recruitment, terms and conditions of employment, transfers, promotions and access to learning and development.

  • USA EEO Statement
    • USA EEO STATEMENT

      It is the policy of The Northern Trust Company to afford equal opportunity in all phases of employment without regard to an individual's age, race, color, religion, creed, gender, national origin, citizenship status, marital status, pregnancy, sexual orientation, gender identity, gender expression, genetic tests and information, physical or mental disability, protected veteran status or any other legally protected status. EEO poster (U.S.)EEO is Law Poster Supplement