Position Summary
The Investment Risk Analyst will join TCW’s Investment Risk team (part of Investment Risk & Quantitative Research Group). The Investment Risk team is dynamic and works across TCW. The team has frequent interactions with Portfolio Management, Client Services, Technology, Data Services, and Operations.
The main responsibilities of this position include 1) on-going development and research of risk modeling and risk management processes, covering across TCW’s multi-asset-class investment universe; 2) collaborating with Investment Risk team members, client services and IT teams to ensure quality of security and portfolio risk analytics and daily/monthly operations; 3) on-going support and administration for the derivative risk management program; 4) continuous improvements and automation of production processes; and 5) projects and initiatives that expand on investment risk functionality, especially in counterparty and liquidity risk areas.
The analyst must have investment management domain expertise, strong analytical and technical background, and well-rounded experience and skillsets to support the continuous modernization and advancement of TCW’s platform and capabilities.
Essential Duties
- Conduct quantitative and data-driven risk/reward analysis to provide insights to the investment team, client services and marketing teams
- Engage with enterprise teams and external vendors to facilitate the delivery of investment risk projects, including Aladdin implementation
- Provide ongoing support and administration for the derivative risk management program
- Assist with fund and client risk reporting and inquiries
- Stay abreast of industry advancements in areas of market risk, counterparty risk, liquidity risk, and associated technology and data solutions
- Manage and support various ad-hoc projects assigned to the team
- Prepare detailed risk and topical research reports and updates for internal use
- Monitor risk model calibration assumptions and conduct trend analysis
Required Qualifications
- Bachelor’s Degree in Economics, Finance, Science and/or Engineering
- 3-5 years of experience in investment management
- Demonstrated experience in financial analysis and modeling abilities
- Excellent quantitative and analytical skills
- Knowledge with fixed income, equity, and emerging markets investment universe and strategies
- Proficiency in Excel and SQL. Python experience a plus
Professional Skills Qualifications
- Strong written and verbal communication skills
- A team player with collaboration and organizational skills
- A self-starter who takes initiatives and works creatively with a focus on delivering business value in a timely manner
Desired Qualifications
- Master’s degree in business, finance, mathematics, engineer or a similar field
- Familiar with various risk/analytic vendor systems (Bloomberg, Aladdin, CRD, Intex, Yieldbook)
- Solid experience in security and market data
- Python experience a plus
Estimated Compensation:
Base Salary: For CA based position, the base salary range is $110k to $140k. This is an anticipated range only.
Other Compensation: Eligible to be considered for an annual discretionary bonus
Benefits: Eligible for TCW’s comprehensive benefits package. See more information here.
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