Senior Associate, Risk Management (Portfolio Risk)

Responsibilities

Contribute to Research and Thematic Analysis

• Conduct research into emerging macro themes, geopolitical developments, or structural trends as directed, evaluating their potential impact on portfolio assets.
• Run bespoke analytical models to answer management queries, ensuring high quality and timely delivery of data.
• Analyze and understand the potential implications of the data, providing a thoughtful summary of findings rather than simply repeating report outputs.

Support and Execute the Stress Testing Framework

• Design and develop macro and thematic scenarios to identify key risk drivers. These macro and thematic risk drivers are then used to quantify the bottoms-up impact on country, sector, and company fundamentals
• Support in qualitative and quantitative articulation of scenarios. Independently run and maintain standardized stress tests following established procedures.
• Support the build-out of risk models and take ownership of operationalizing existing models to translate risk drivers into potential impacts across asset classes and the total portfolio.
• Quantify and prepare reports on the potential impact of stress events, ensuring data accuracy and consistency in output.
• Prepare risk assessment data for the portfolio construction process, ensuring that the team has reliable data to inform Senior Management on portfolio actions.

Monitor Early Warning Indicators

• Independently update and monitor existing quantitative and qualitative risk indicators to signal rising risk levels or market vulnerabilities.
• Deep-dive vulnerability assessments of global financial markets by gathering data and conducting preliminary analysis on cross-market risks.
• Stay abreast of current and emerging market developments to provide context to risk indicator movements.
• Generate factually grounded risk reports and dashboards that support the team in providing decision support to Senior Management.

Requirements

• Bachelor's or Master's degree in Finance, Economics, Business Administration, or a highly quantitative discipline.
• 3-6 years of relevant experience in Risk Management, Strategy, or Portfolio Management within a Sovereign Wealth Fund, Asset Manager, or major financial institution.
• Ability to develop top-down macro scenarios and translate them into bottom-up fundamental impacts. Proficiency in applying econometric modeling (e.g., regression analysis, time-series forecasting) to validate key risk drivers and quantify their effects on company-level performance.
• Strong understanding and practical experience with valuation methodologies (e.g., DCF modeling). Ability to run and troubleshoot financial models independently.
• Practical working knowledge of financial market databases (e.g., Bloomberg, CapIQ). Programming proficiency (Python, R, or SQL) is a significant advantage.
• Ability to handle standardized procedures and frequently performed analyses independently with high accuracy.
• While not required to lead original insights, the individual must possess the depth of thought to understand the so what behind the numbers-interpreting potential implications rather than just relying on model outputs.
• A high degree of intellectual curiosity and a proactive drive to understand the evolving risk landscape.
• Strong problem-solving skills and the ability to work through ambiguous data sets under the guidance of the AVP.
• A strong team player with the interpersonal skills to collaborate with other teams effectively when tasked.
• Ability to communicate clearly with internal stakeholders when required, representing the team's data and processes professionally.