Risk and Portfolio Analytics Associate

penso advisorsBrooklyn, NY3 days ago

Occupations

Financial Quantitative Analysts Financial Risk Specialists Financial and Investment Analysts

Industries

Portfolio Management and Investment Advice Miscellaneous Financial Investment Activities Investment Banking and Securities Intermediation

The Role: You will work directly with the portfolio management team, taking ownership of daily risk and P&L reporting and developing the analytics that support investment decisions. This role offers broad exposure to a multi-asset macro portfolio and the opportunity to improve reporting, data quality and automation in a small team.

Key Responsibilities:

Produce daily, weekly and ad hoc risk and P&L reports across multiple portfolios.· Monitor Greeks, sensitivities, concentrations, correlations, maturities and performance statistics.· Design and run Monte Carlo simulations, historical and hypothetical stress tests, and shock scenarios.· Analyze P&L attribution by strategy, asset class and risk factor.· Build and maintain API-based data pipelines connecting Bloomberg, internal systems and external providers, including fund administrators.· Develop and automate reporting tools using Python and Excel, including VBA where appropriate.· Apply AI tools and agent-based workflows where useful to automate data collection, analysis and reporting.· Partner with portfolio management and operations on data accuracy and reconciliation, and support investor reporting and due diligence requests. Core Qualifications· 2–3 years of relevant risk, portfolio analytics or quantitative experience at a bank, hedge fund or similar firm.· Strong Python skills, experience working with APIs and data, and advanced Excel proficiency.· Practical experience with risk or P&L analysis and a working knowledge of derivatives, options pricing and Greeks.· A quantitative degree in mathematics, statistics, economics, finance, engineering or a related field.· Strong attention to detail, clear communication and the ability to manage recurring reporting deadlines independently. Preferred Experience· Multi-asset portfolios, particularly rates, FX and volatility, including listed and OTC instruments.· Bloomberg Terminal and Bloomberg API, risk and P&L systems, and Excel/VBA automation.· Monte Carlo simulation and stress testing.· Practical use of AI tools and agent-based workflows for analytical tasks. Compensation Base salary of $125,000–$175,000, plus discretionary bonus. Final compensation will be commensurate with experience.

Apply now

Level

SeniorL5

Location

Brooklyn, NY

Occupation

Financial Quantitative Analysts

Industry

Portfolio Management and Investment Advice

Posted

3 days ago

To get sharper similar jobs, create your profile using the link below.

Create profile