Risk, Performance & Attribution Consultant - Officer

State Street•Burlington, MA

2d•$70,000 - $118,750•Onsite

About The Position

PMAR Specialists lead or directly contribute to CRIMS implementations, analyzing and evaluating requirements while providing product expertise and guidance throughout the implementation project. Ensure the solutions developed by Charles River meet the customers’ business needs and that the customer is prepared to assume ownership and operate the solution after go-live.

Requirements

Proven experience implementing mission-critical risk solutions.
Hands-on experience with investment management software.
Knowledge of SQL, FIX protocol, and Crystal Reports.
Strong customer service, time management, and problem-solving skills.
Experience with risk analytics job scheduling and troubleshooting.
Ability to work with cross-functional teams on risk and attribution projects.
Expertise in risk analytics, scenario analysis, portfolio optimization, and regulatory risk reporting.
Working knowledge (Performance) Transaction based performance calculations Equity, Fixed Income and Factor Attribution GIPS/Composite Management Historical conversion, Restatement and Benchmark workflows
Working knowledge (Risk) Multi-asset class (equity, fixed income, derivatives and commodities) support for single security analytics.
Equity, Fixed income and Multi-asset class risk factor models (MSCI, Northfield, Axioma)
Factor attribution
Econometric and Factor scenario analysis and stress testing.
VaR/Tail Risk
Ex-Post Risk
Portfolio Optimization
Liquidity Risk
Regulatory Risk
Regime and Trend Analysis
Risk Compliance Monitoring.
Design Operational controls.

Nice To Haves

FRM. CIPM and/or CFA certification.
Experience supporting risk analytics and attribution solutions for global clients.
Familiarity with liquidity risk, regulatory risk and risk compliance monitoring.

Responsibilities

Lead or contribute to CRIMS performance and risk implementations for clients.
Analyze customer requirements and deliver tailored solutions.
Conduct presentations and execute proof-of-concept projects.
Educate customers on CRIMS methodologies and advise on best practices.
Monitor requirements for enhancements and communicate product improvements.
Contribute to software quality by reporting defects and validating fixes.
Assist Professional Services team and share best practices.
Capture performance, attribution and risk requirements for new implementations by interacting with Portfolio Managers, Investment, Risk and Performance teams.
Document end to end Alpha solution design addressing PMAR workflows.

Benefits

our retirement savings plan (401K) with company match
insurance coverage including basic life, medical, dental, vision, long-term disability, and other optional additional coverages
paid-time off including vacation, sick leave, short term disability, and family care responsibilities
access to our Employee Assistance Program
incentive compensation including eligibility for annual performance-based awards (excluding certain sales roles subject to sales incentive plans)
eligibility for certain tax advantaged savings plans
inclusive development opportunities
flexible work-life support
paid volunteer days
vibrant employee networks