eFinancialCareers

• Company

  IJC Partners, LLC.

• Location

  Los Angeles, CA

• Compensation

  base & bonus

• Position Type

  Employee

• Employment type

  Full time

• Updated

  02 Sep 2008

• eFC Ref no

  433892

Investment management client seeks a talented risk analyst

Research and implement portfolio risk allocation and risk measurement/control processes. This includes being responsible for continuing to develop infrastructure related to such research and operational duties. This would involve both research and operational components of our portfolio optimization process.

ESSENTIAL DUTIES AND RESPONSIBILITIES include the following. Other duties may be assigned. • Research regarding cost/benefit of various portfolio risk allocation, optimization, and risk measurement/control methodologies. The portfolios may include a mixture of options, other derivative instruments, as well as physical holdings. This will require understanding and/or researching features of the forecast information. • Monitor and manage various aspects of risk allocation, optimization and risk measurement/reporting of live Global Macro portfolios. • In addition to automating the use of 3rd party risk software, this role will require the creation of methodologies and/or software (in conjunction with the Investment Technology group) to meet the above responsibilities.

EQUIPMENT/SOFTWARE USED

General:

Primarily UNIX (Solaris and Linux); also Microsoft Windows. Software: SAS, Perl, AMPL, Python, JavaScript, etc. Also Microsoft Word, Microsoft Excel, etc. QUALIFICATIONS To perform this job successfully, an individual must be able to perform each essential duty/responsibility satisfactorily. The requirements listed below are representative of the knowledge, skill, and/or ability required to complete the essential functions.

• REQUIRED:

Strong programming skills (Perl, Python, SAS, R, C/C++,etc.). Good Statistics/Math/Econometric background/ability. Strong interest in the role: involves both investment interest and optimization interest. A very high attention to detail. • DESIRED BACKGROUND: Prior experience in financial industry (asset management or financial software vendor) is highly desirable. Knowledge of optimization theory and practice a plus as well as experience with AMPL or other optimization technologies. Experience in a statistical programming language (SAS/R/etc.)