Associate, Portfolio Analytics
Tasks
- Build Python analytics and data pipelines
- Build discount curves and maintain models
- Calculate duration convexity and risk measures
- Calculate surplus sensitivity and risk metrics
- Decompose portfolio and surplus risk
- Develop and update investment and risk dashboards
- Ensure data accuracy documentation and reproducibility
- Monitor concentration and liquidity metrics
- Prepare analytics for portfolio reviews and committees
- Produce asset liability analytics
- Quantify pre trade and post trade impacts
- Run scenario and stress tests
Perks/Benefits
Skills/Tech-stack
ALM analytics | Asset-liability management | Capital Markets | Cash Flow | Cash Flow Mismatch | Convexity | Curve construction | Dashboard Development | Data Pipelines | Data Visualization | Discount Curve | Discount Curve Construction | Duration | Liability management | Modeling | PowerBI | Python | R | Risk Analytics | SAS | SQL | Scenario Analysis | Stress Testing
Education
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