Investment Risk Analyst - Multi - Asset Risk

T Rowe Price   •  

Baltimore, MD

Industry: Business Services

  •  

5 - 7 years

Posted 295 days ago

This job is no longer available.

Our mission as a leading investment management firm is to help our clients achieve their long-term financial goals. We believe our associates are the key to this mission and we are always looking for talented individuals who share our commitment to our client’s success.


If you’re looking for challenging work experiences and the ability to learn in a collaborative culture, we invite you to explore the opportunities available at T. Rowe Price. 

PRIMARY PURPOSE OF THE POSITION

The primary purpose of this role is to work with the Head of Multi-Asset Risk and the multi-asset risk team to support the build-out of the platform and add depth to better support portfolio managers and investment staff in the Multi-Asset Division.  Activities undertaken by the Investment Risk Analyst in this position will facilitate risk identification, measurement, and monitoring focusing on portfolios investing in equity, fixed income, and alternative instruments in both the cash and derivatives markets.

PRINCIPAL RESPONSIBILITIES

  • Development of Risk Modeling Methodologies:  Prototype and develop risk models and methodologies (and related reporting) to identify and measure sources of risk within investment portfolios and across portfolios. Development activities will include tasks related to the development of methodologies to be used and specification of data storage and reporting requirements. Development will be coordinated with the multi-asset risk team and will include collaboration with associates in fixed income, asset allocation, and technology. Programming will be required to prototype calculation engines and provide proof of concept.
  • Day-to-day Risk Management Activities:  Support the  Head of Multi-Asset Risk overseeing the multi-asset class risk program with the day-to-day measurement, monitoring, and communication of risk in multi-asset portfolios. This includes the following activities:  monitoring portfolios for changes in their risk profiles; performing portfolio stress tests based on both hypothetical and historic scenarios; analyzing the interaction between sub-portfolios that act as building blocks and the overall multi-asset class portfolio; collaborating with investment staff in the Multi-Asset Division on managing portfoliorisk; and assisting the Head of Multi-Asset Risk and otherInvestment Risk Analysists in their communication of risks to portfolio managers, senior management, clients, prospective clients, consultants, and regulators.
  • Ad-hocQuantitative Analysis:  Perform ad-hocquantitative analysis contributing to investment risk efforts, increasing and enhancing the firm’s risk management capabilities. Contribute to the development of new products by consulting with the Asset Allocation research teams on the risk profile of proposed multi-asset portfolios. 
  • Communication of Risks:  Communicate about market risk to audiences outside of the risk team as appropriate.

QUALIFICATIONS

Required

  • College degree and 5 years of relevant work experience related to fixed income and/or multi-asset class risk management or quant work
  • Strong knowledge of derivatives pricing and risk modeling
  • Familiarity with multi-factor risk modeling in a multi-asset class setting (equity, fixed income, hedge funds, alts, derivatives)
  • Strong analytical and communication skills
  • Ability to work effectively in a fast-paced environment
  • Ability to work independently or as a member of a team
  • Strong organizational skills
  • Strong interpersonal skills that demonstrate the ability to handle complex interactions and reconcile differing views

Preferred

  • Graduate degree in a quantitative field such as quantitativefinance, statistics, applied mathematics, or engineering
  • Professional accreditations such as CFA, FRM, PRM, CAIA preferred
  • Strong knowledge of programming in MATLAB, Python, and Microsoft SQL

T. Rowe Price is an Equal Opportunity Employer

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