The Analytics SBU is responsible for the strategy, execution and development of products that will establish FactSet as the premier technology partner for the Analytics investment community.
The Risk QRD (Quantitative Research Development) group is looking for a candidate to work with the team in Manila that supports both FactSet's Multi-
Asset Class (MAC) and Cognity risk models.
FactSet is a leading global provider of financial data, analytics and models, with offices in 35 locations worldwide, including New York, London, Frankfurt, Hong Kong, Singapore, Tokyo, and many more.
The Risk Model Validation team collaborates with the Risk Research and the Engineering team to develop new risk models and enhance existing risk models.
The team has a crucial role in building a strong brand for FactSet’s Multi-Asset Class risk models by identifying existing risk models' strengths, possible improvements, and necessary changes.
The team supports new risk models’ development as well by providing an independent assessment of risk model results to other teams in the Risk QRD group.
FactSet’s MAC risk model integrates equity, fixed income, commodity, returns-based, and currency factors to provide a full, transparent view of risk at the portfolio, factor, and asset levels.
The Risk Model Validation team is responsible for :
The daily monitoring of the risk models.
The validation of existing risk models and new risk models.
Support sales / clients by providing customized and standard analysis.
Creating the risk model documentation.
Process Maintenance / Enhancement.
Business Criteria :
University Degree holder preferably in Mathematics, Computer Science, or Finance
Understanding of the quantitative investment management process
Understanding of risk analytics
Understanding of equity, fixed income and derivative instruments
Good command of the English language - written and oral
Attention to details
Strong analytical and problem solving skills
Taking initiative and thinking beyond a list of instructions
Desired Skills :
Excellent interpersonal skills
Should have worked / resolved RPDs
Ability to work on multiple projects with shifting priorities
Ability to work independently and collaboratively with team members in global offices
Ability to think logically and exercise sound judgement
Interest in learning new technologies
Advanced knowledge in Microsoft Excel
External certifications such as FRM or CFA, or working towards these designations, highly desired
Programming knowledge (VBA, etc.) at any level, highly desired
Job Responsibilities :
Daily monitoring of the risk models
Run tests to validate existing and new risk models
Run tests and analyze the results to support the sales process
Run the analysis used to build the risk models documentation
Maintain and Enhance the process
Interact with Engineering, Research, Risk Specialists
MANILA IJP GUIDELINES WILL STILL APPLY.