Risk Analyst

Brown Brothers Harriman • New York, NY

3d • $75,000 - $90,000

About The Position

At BBH, Partnership is more than a form of ownership—it’s our approach to business and relationships. We know that supporting your professional and personal goals is the best way to help our clients and advance our business. We take that responsibility seriously. With a 200-year legacy and a shared passion for what’s next, this is the right place to build a fulfilling career. Brown Brothers Harriman is currently recruiting Risk Analysts for its Enterprise Risk Management (ERM) function. ERM encompasses risk management teams dedicated to risk management across BBH business lines inclusive of investment management, markets, and technology. The role is responsible for Design, develop, implement and support mathematical, statistical and machine learning models and analytics used in risk monitoring and business decision making. The role combines strong quantitative skills, financial modeling expertise, and risk domain knowledge to support risk governance, portfolio construction, regulatory oversight, and senior management reporting. The candidate will work closely with portfolio managers, valuation teams, operations, and senior risk committees.

Requirements

• Have knowledge of Monte Carlo Simulation, Exposure/collateral Modelling, VaR, ES, Greeks, Risk Factor Modelling, Back-testing, SR 11-7.
• Hands on coding experiences
• Strong proficiency in Python (pandas, numpy, scipy), SQL, and data visualization tools.
• Hands on experience in model development and (core development experience preferred)
• Experience in Stress Testing/scenarios modelling, statistical modelling
• Strong working knowledge of Microsoft Office suite of products.

Nice To Haves

• Experience with Intex, Bloomberg, or similar tools a plus.
• You may be assessed on the key critical skills relevant for success in role, such as experience with end-to-end model development, experience on coding languages like python or C++ as well as job specific skills

Responsibilities

• Design analytics and modeling solutions to complex business problems.
• Collaborate with different teams to specify any dependencies required for analytical solutions, such as data, development environments and tools.
• Development of high performing, comprehensively documented analytics and modelling solutions, demonstrating their efficiency to business users.
• Implementation of analytics and models in accurate, stable, well tested software and to operationalize them.
• Provide ongoing support for the continued effectiveness of analytics and modeling solutions to users.
• Ensure all development activities are undertaken within the defined control environment.
• Produce and improve daily, weekly, and monthly risk monitoring.
• Track adherence to internal risk limits and thresholds.

What This Job Offers

• Job Type: Full-time
• Career Level: Entry Level
• Education Level: No Education Listed