Rist Analyst 2 (Peformance & Risk Analysis)

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RISK ANALYST

BNY Mellon Global Risk Solutions (GRS) department delivers comprehensive investment risk services that help BNYM clients monitor risk across their investment process, and integrated performance solutions that help clients compare, evaluate and understand the impact of investment decisions.

Risk reporting from GRS includes value at risk (VAR), stress tests, scenario modelling, factor based attribution, compliance monitoring, hedge fund and private equity transparency and other advanced analytics, across all investments types and asset classes, for BNY Mellon clients including pensions funds, sovereign wealth funds, central banks, investment managers and insurance companies.

KEY RESPONSIBILITIES:

• Support the sales process for risk products, from identifying clients with risk needs and matching these to GRS products, presenting systems and solutions to potential clients.


• Support the implementation of new clients, from collating initial requirements and reporting options to system set up, development of efficient report production processes, implementation of audit controls and finally report delivery, initial analysis and interpretation to clients.


• Assume responsibility for the production and delivery of risk and advanced analysis product suite to clients. Reporting includes VAR, ex ante risk, stress tests, scenario modelling, factor based attribution, compliance monitoring and other advanced analytics.


• Understanding and interpreting risk output and different methodologies between multiple systems.


• Ensure delivery is in an accurate and timely manner. Active engagement in production monitoring and quality assurance processes.


• Work closely with strategic partners, vendors and other parties to resolve client and reporting issues.


• Ensuring an ongoing high level of client service, meeting deadlines, accuracy, prompt turnaround of queries and pro-active client dealings.


• Change management activities for existing clients (e.g. new benchmarks/change to investment strategy etc)


• Participation in system rollout projects, assisting with UAT testing and project documentation. Understanding and interpreting risk output and differences between multiple systems.


• Effective communication on all work undertaken within the team, escalating problems or providing supporting information to others as required. Keeping management fully updated regarding any service delays or client issues as and when they occur.


• Ensuring MIS, client summaries and procedures are kept up to date


• Proactively identify and implement efficiencies and improvements to existing processes and procedures


• Promote a positive and professional work environment

SKILLS/KNOWLEDGE REQUIRED:

• Strong understanding of risk measurement and investment methodology. Broad knowledge and experience of a range of investment analytics products


• Minimum 1 years’ experience of quantitative/risk analysis – exposure to multi factor attribution, ex-ante risk, stress testing, scenario analysis and portfolio construction.


• Desired – Graduate with Masters Degree, CFA/FRM/PRM


• Experience working with risk systems. An understanding of the inputs needed to properly model risk at a security level.


• Thorough understanding of securities and investments coupled with knowledge of portfolio theory and investment management techniques.


• Experienced with systems, databases and the Microsoft Office suite. Excel to an intermediate or advanced level. VBA or Macro skills advantageous.


• Ability to work with large volumes of data. Strong operational skills to manage data flows and coordination of reporting.


• Excellent numerical skills, with accurate manipulation, analysis and checking of figure work.


• Strong communication skills, both written and oral. The ability to interpret and translate investment terminology and concepts into simple understandable language.