Position Summary
The Vice President, Investment Risk Analyst will join TCW’s Investment Risk team. 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 security and portfolio level analytics 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) continuous improvements and automation of production processes, and 4) 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 on-going 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; make updates for internal use
- Monitor risk model calibration assumptions and conduct trend analysis
- Provide guidance to junior level analysts
Required Qualifications
- Master’s degree in business, finance, mathematics, engineer or a similar field.
- 5+ years of experience in investment management
- Advanced knowledge with fixed income, equity, and emerging markets investment universe and strategies
- Demonstrated experience in multi-factor risk modelling and analysis
- Excellent quantitative and analytical skills
- Extensive experience with project management and business analysis
- Proficiency in Excel and SQL
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
- Familiar with various risk/analytic vendor systems (Bloomberg, Aladdin, Intex)
- Solid experience in security and market data
- Python experience a plus
Estimated Compensation:
Base Salary: For CA based position, the base salary range is $155k – $175k 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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