Description Risk & Valuation Group Analyst Pune About Citco Citco is a global leader in fund services, corporate governance and related asset services with staff across 80 offices worldwide. With more than $1 trillion in assets under administration, we deliver end-to-end solutions and exceptional service to meet our clients' needs. For more information about Citco, please visit www.citco.com About The Team & Business Line Fund Administration is Citco's core business, and our alternative asset and accounting service is one of the industry's most respected. Our continuous investment in learning and technology solutions means our people are equipped to deliver a seamless client experience. As a core member of our Risk team, you will be working with some of the industry's most accomplished professionals to deliver award-winning services for complex fund structures that our clients can depend upon. A challenging and exciting role in a rapidly growing industry, providing quantitative risk services to hedge funds in the United Kingdom, Continental Europe, North America and Asia. The team provides custom and regulatory risk reports that include, but are not limited to, exposure and P&L reports, limits monitoring, scenario analysis, stress testing, value-at-risk, and fund performance analytics. The role provides a unique opportunity to work closely with a wide range of securities, derivatives and structured products in many currencies that are traded by hedge funds on a global scale and to understand the hedge fund industry's evolving risk management needs. Your Role This is a key operational role working with front middle and back office teams. Duties Include Production of timely and accurate custom and regulatory risk management and fund performance analytics reports to be distributed to hedge fund clients, their investors and regulatory bodies. Resolve all queries in relation to risk reports. Support the new business process - on-boarding new clients, assisting in the preparation of demos, marketing literature, maintaining demo risk system and product development (eg exploring/researching/bringing to market possible new revenue streams such as in response to emerging regulation). Involvement in maintenance, prototyping and user acceptance testing of internally developed valuation models and risk tools. Operational risk management - risk reporting process documentation; improving processes through increasing level of automation; ensures consistent application of CFS Policies and Procedures; identifies and appropriately communicates potential internal and external operational risks. Assists relationship managers by participating in monthly calls or any escalation relating to day-to-day risk reporting issues; participate in communication/escalation aspects of complex issues resolution. Contribute to cross functional training initiatives Analyst Requirements Quantitative background with a Bachelor/higher level degree or professional qualification (MSc, PhD, CQF, FRM, PRMIA, GARP, CFA, FIA) A quick leaner who is self-motivated and demonstrates a strong attention to detail while multi tasking. Excellent oral & Written communication & inter personal skills Proficient in Excel, VBA, SQL, Python 0-2 years experience in Financial Services, preferably with detailed knowledge of pricing/valuing/risk managing OTC derivatives using both in-house models/financial libraries/risk systems and specialist vendors such as Bloomberg BVAL, SuperDerivatives and IHS Markit Knowledge of investment risk measurement and management under regulatory frameworks such as Form PF, Form CPO-PQR, Annex IV, Basel III/CRD IV/CRR and Solvency II is advantageous #L1 - AS2
