Risk Data Analyst – Hedge Fund Risk

At Lombard Odier, sustainability is our core philosophy. Representing the next economic revolution, it is our conviction that sustainable investing is the way to generate long-term returns and grow our clients' prosperity in perpetuity. Sustainability, via the transition to a circular, lean, inclusive and clean (CLICTM) economic model, is therefore central to Lombard Odier’s approach to its business and investment philosophy. We believe this ‘sustainability revolution’ has already become one of the most important drivers of risk-adjusted returns today. Will you be part of it?

Lombard Odier Investment Managers (“LOIM”) is the asset management business of the Lombard Odier Group. In order to strengthen our Investment Risk Team, we are looking for a:

Risk Data Analyst – Hedge Fund Risk

About the role

You will join a global business of professionals with a network of 13 offices across Europe, Asia and North America. You will report to the Head of Alternative Risk based in New York.

How will you make an impact at LOIM

In this role, your main responsibilities will include the following:

• Contributing to the development and maintenance of quantitative analytics to support the Risk Monitoring Framework for new and existing strategies
• Ensuring all internal and external reporting requirements are met with timely, accurate and complete data sets
• Owning and maintaining of data and risk processes; including sourcing, calculating and visualization of hedge fund risk metrics
• Engaging with risk managers to design, program and implement clear analytical solutions across all asset classes
• Utilizing new technologies to streamline processes and increase efficiency
• Helping with development of customized in-house risk and performance analysis for hedge fund PMs across different strategies
• Working closely with data management and Technology Infrastructure team to tackle ongoing issues and improve scalability of risk tools
• Managing, maintaining and validating of external risk calculation vendors

Systems Used

• Internal: Tableau, Alteryx, Python, Excel, SQL, VBA, R-Studio, proprietary risk/data systems
• External: Bloomberg PORT, BarraOne, RiskMetrics

The skills you will demonstrate

• Strong quantitative background and skillset; understanding of risk factors corresponding to alternatives strategies
• Strong programming and data manipulation skills (Python, SQL, Excel VBA etc)
• Team player who is a self-starter, pro-active and motivated to create positive change
• Familiarity with listed and OTC derivates (options, swaps, swaption, CDS etc) and exotic products; understanding the payoff structure and risk drivers
• BS/BA in Mathematics, Statistics, Economics, Computer Science or Similar (Masters, CFA, FRM, CAIA a plus)
• Ability to respond quickly to different requests and situations
• 2+ years of data management and risk analytics experience within the asset management or hedge fund industry
• Experience in process automation and familiarity with BI tools (preferably Tableau), process workflow automation tools (preferably Alteryx)
• Experience in financial markets and financial risk management concepts a plus
• Knowledge and experience with different asset classes (Equities, Rates, Credit, etc) and their pricing and valuation

Why join us

You will join a highly collaborative, multicultural, entrepreneurial and passionate team. We are committed to providing employees a stimulating work environment where creativity and innovation are encouraged for improving business opportunity and effectiveness.

Benefits

• Mobile device allowance
• 50% 401k match
• Generous parental leave
• Paid vacation
• Learning platform access
• 100% Employer paid benefits for employee + dependents– 1st of the month after joining
• Employee discount program (including Apple, Verizon, car buying, vacation packages, etc)
• Competitive compensation package
• Wellness benefit through GymPass

LOIM is an equal opportunity employer

We are committed to creating a diverse and inclusive work environment, where talented people inspire the organization with a diversity of thought, background, experience and identity to reinforce our innovation and deliver excellence. We firmly believe this is how we will continue to thrive. To deliver on this, we have actively embedded Diversity & Inclusion in our business strategy.