Investment Risk Analyst | Sydney, Au

Job Description About the role

We have an exciting opportunity available for an Investment Risk Analyst to drive risk reporting and analysis, data quality and continuous improvement for the State Investments team. This position will focus on monitoring, analysing and communicating whole-of-portfolio investment risks, system testing (Aladdin) and analysing and investigating private market and alternative investment strategies, including private equity, private debt, hedge funds, real estate, and infrastructure.

Key responsibilities will include: Monitoring investment risks and creating and maintaining risk dashboards and risk and exposure reports.Conducting stress test scenario analysis and system testing.Reviewing the risk methodology and the inputs and outputs from the Aladdin system.Undertaking risk modelling across multi-asset portfolios, risk model monitoring and back testing.Leveraging data analytics and industry best practices to improve risk assessments. About You

Ideally you will have strong attention to detail and excellent analytical, problem-solving and quantitative skills. You most likely meet the below criteria:

Experience in investment management, risk, accounting, or consulting.Ability to undertake quantitative analysis using tools such as Excel, PowerBI, Python, or Matlab.Solid understanding of risk concepts, methodologies, and models, and familiarity with various asset classes and strategies.Excellent verbal and written communication skills with the ability to collaborate with others.Experience dealing with shifting priorities and meeting deadlines.Tertiary qualifications in actuarial science, finance, economics, mathematics, statistics, or a related field.
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