Market Risk Analyst
Barings and its subsidiaries serve institutional investors around the globe and have over $300+ billion. Through proprietary research, analysis and a focus on investment fundamentals, the firm develops products and strategies that leverage its broad expertise in global fixed income, equities, alternatives, structured products, debt financing for corporations and debt and equity financing for commercial real estate. The firm maintains a strong global footprint with operations on four continents and with major offices in Charlotte, Springfield, Boston, New York, Chicago, Los Angeles, London, Hong Kong, Tokyo, Sydney and Melbourne. Barings is a member of the MassMutual Financial Group.
At Barings, we are as invested in our associates as we are in our clients. We recognize those who work diligently for us and reward them for personal and professional integrity, communication skills, distinct competencies and expertise in specific strategies, ability to collaborate as a team member and true dedication to the interests of our clients.
Barings Enterprise Risk Management Department is seeking a Market Risk Analyst to provide ongoing support of the firm’s Investment Risk Management framework. As part of Barings broader Enterprise Risk Management program, the Investment Risk Management function is responsible for developing and implementing a standardized framework to identify, measure and monitor market and investment risks on a firm-wide basis. The Analyst will work with associates across the firm to develop and produce market risk assessments of multi-asset portfolios and provide ongoing support to the firm’s senior risk professionals. A successful candidate will have knowledge/experience spanning market risk, asset modeling and analytics. In addition, they must be able to effectively build relationships with the key stakeholders in business and support areas, ensure high-quality results are delivered on time and be comfortable in rapidly changing, high sense of urgency type environment.
This position will report to Barings Head of Investment Risk and will be located in the Charlotte, NC office. Occasional travel to other Baring’s office locations may be required.
• Assist the Investment Risk Management function with on-going support and enhancement of the existing market risk infrastructure.
• Support market risk report creation and analytics calculation and integration of risk models through broad projects (e.g., VaR, portfolio limits and stress testing).
• Modeling and loading position data to RiskMetrics using proprietary tools and performing quality control of upstream and downstream data and loading processes.
• Work directly with Barings Analytics/Attribution Team & Investment Risk associates to ensure RiskMetrics inputs and outputs adhere to designed specifications.
• Stay current on relevant position mapping tools, risk analytics database and support applications and services that interface with third-party enterprise-wide risk management products.
• Work with vendors and internal associates to fix modeling issues.
• Collaborate with IT Solutions team to develop market risk views in SQL server and SQL Server Reporting Services.
• Bachelor degree (preferably science or engineering) with background and understanding of asset modeling (such as corporates, leveraged loans, structured credit). FRM/CFA preferred.
• 3-5 years of experience in the financial services industry, preferably in a market risk function or capital markets role
• MS SQL Server querying experience (mandatory).
• Ability to rapidly learn our infrastructure and proprietary tools and handle detailed reporting and presentation requirements a must.
• Knowledge of buy side market risk platforms, such as RiskMetrics.
• Some experience with Intex.
• Some knowledge of SQL Server Reporting Services and/or BI tools desired.
• Proven analytical and critical thinking skills with the ability to gather, analyze, organize and report information, results and recommendations.
• Ability to establish and maintain relationships at all levels in the organization.
• Ability to work independently and in a team environment.
Barings is an Equal Employment Opportunity employer. Minority/Female/Age/Sexual Orientation/Gender Identity/Individual with Disability/Protected Veteran. We welcome all persons to apply.