associate Product Specialist - qrd model validationBISAM, a FactSet Company

The Analytics SBU is responsible for the strategy, execution and development of products that will establish FactSet as the premier technology partner for the Analytics investment community. The FactSet Risk QRD (Quantitative Research Development) gr The Analytics SBU is responsible for the strategy, execution and development of products that will establish FactSet as the premier technology partner for the Analytics investment community. The FactSet Risk QRD (Quantitative Research Development) group is looking for a candidate to work with the team in Manila that supports both FactSet's Multi-Asset Class (MAC) and Cognity risk models. FactSet is a leading global provider of financial data, analytics and models, with offices in 35 locations worldwide, including New York, London, Frankfurt, Hong Kong, Singapore, Tokyo, and many more. The Risk Model Validation team collaborates with the Risk Research and the Engineering team to develop new risk models and enhance existing risk models. The team has a crucial role in building a strong brand for FactSet's Multi-Asset Class risk models by identifying existing risk models' strengths, possible improvements, and necessary changes. The team supports new risk models' development as well by providing an independent assessment of risk model results to other teams in the Risk QRD group. FactSet's MAC risk model integrates equity, fixed income, commodity, returns-based, and currency factors to provide a full, transparent view of risk at the portfolio, factor, and asset levels. The Risk Model Validation team is responsible for: The daily monitoring of the risk models. The validation of existing risk models and new risk models. Support sales/clients by providing customized and standard analysis. Creating the risk model documentation. Process Maintenance/Enhancement. Business Criteria: University Degree holder preferably in Mathematics, Computer Science, or Finance Understanding of the quantitative investment management process Understanding of risk analytics Understanding of equity, fixed income and derivative instruments Good command of the English language - written and oral Attention to details Strong analytical and problem solving skills Taking initiative and thinking beyond a list of instructions Desired Skills: Excellent interpersonal skills Ability to work on multiple projects with shifting priorities Ability to work independently and collaboratively with team members in global offices Ability to think logically and exercise sound judgement Interest in learning new technologies Advanced knowledge in Microsoft Excel External certifications such as FRM or CFA, or working towards these designations, highly desired Programming knowledge (VBA, etc.) at any level, highly desired Job Responsibilities: Daily monitoring of the risk models Run tests to validate existing and new risk models Run tests and analyze the results to support the sales process Run the analysis used to build the risk models documentation Maintain and Enhance the process Interact with Engineering, Research, Risk Specialists Shift Timings: Flexi Interview Process: 2 Tests Covering: Logic, Finance, Mathematics & Excel 2 Rounds of Interviews
Monster

Manila City, Metro Manila
Permanent
Full-time