Associate, Investment Risk Jobs

About SoftBank Investment Advisers:

SoftBank Investment Advisers (“SBIA”), the Manager of the SoftBank Vision Fund (“SVF”), seeks to accelerate the AI revolution through investment in market-leading, tech-enabled growth companies. Our global reach, unrivaled ecosystem, and freedom-level capital help founders build transformative businesses. For more information visit www.visionfund.com

About the role:

SoftBank Investment Advisers is seeking a quantitative risk Associate to join the Investment Risk team. This position will require a candidate who is methodical, demonstrates strong attention to detail, and who is able to apply technical understanding of quantitative finance to Softbank’s portfolio of investments. The candidate will work closely with the Chief Risk Officer (CRO) and an experienced Director-level Professional to ensure the appropriate quantification and analysis of investment risks inherent in Softbank’s portfolio. This involves the maintenance and evolution of database and models to ensure that the Risk infrastructure remains suitable for Softbank’s dynamic portfolio of investments. Given this is a small risk team the candidate should also be prepared to support the CRO with ad-hoc requests and / or projects that could benefit from quantitative approaches.

Key Responsibilities:

• Understand Softbank’s portfolio’s risks and prepare analysis on risk exposures. Present results as required
• Assist in regular in-depth reviews of Softbank’s portfolio
• Primary responsibility is to maintain and enhance the automated solutions for the risk metrics and report production
• Support the development of approaches for performing scenario analysis on Softbank’s portfolio
• Collaborate with functional teams to improve the flow and sourcing of key data
• Support the response to requests from the firm’s CRO and Risk Committee
• Interact regularly and develop strong relationships with local deals teams to enable a forward-looking view of risk exposures

Required Qualifications / Experience:

• Ability using statistical packages including MatLab, Stata and also ability to code; VBA essential; C++ and Python preferable
• Strong quantitative knowledge – with practical experience gained – including stochastic calculus, statistics and econometrics. Experience using Bloomberg is also a plus
• Ability to manage multiple projects with competing priorities across global geographies
• Thrives in a busy environment, engages and works effectively with business executives
• Ideally the candidate has professional experience working in a Risk function of an asset manager or investment bank
• Bachelor’s degree in quantitative finance or statistics is required. Relevant Master’s degree is beneficial
• Commitment to collaborative work approach; high integrity

SBIA is proud to be an equal opportunity workplace. We believe that diverse teams produce the best ideas and outcomes. We are committed to building a culture of inclusion, entrepreneurship, and innovation across gender, race, age, sexual orientation, religion, disability, and identity.