Tuesday, November 15, 2016

Risk & Quant Solutions Analyst Sr, Capital Group - Los Angeles

Risk and Quantitative Solutions Analyst Senior               
 
Req ID: 4006
Experience Level: No Selection

Come grow with us 
At Capital Group, how we work is defined by shared values that include absolute integrity, respect and collaboration. But it's more than that. It's smart and highly driven people united in purpose to serve our investors and one another.

Bring your energy and unique perspective to Capital and you'll have the opportunity to grow with us professionally, personally, and financially. You'll be part of a team that genuinely cares about helping you succeed. You'll work alongside talented colleagues, many of whom build long careers while progressing through multiple roles, establishing lifelong friendships and making a difference in our communities. In return for your contributions, you'll receive premier compensation and benefits, and a company-funded retirement plan that ranks among the most generous.

Role summary: Demonstrates full knowledge in assigned area and is an experienced sole contributor. Provides independent, rigorous analysis to inform portfolio construction decisions and highlight major risk positions within Capital's Fixed Income portfolios. Proactively conducts quantitative and qualitative analyses for portfolios. Represents risk management practices in internal and external meeting. Develops the framework for risk management monitoring and reporting processes.

Responsibilities: 
  • Proactively conducts rigorous quantitative analysis on Fixed Income portfolios and markets to inform portfolio construction
    • Proactively conducts portfolio reviews to identify key risks in portfolios.
    • Advises Portfolio Managers on the risk characteristics of their portfolios.
    • Communicates ideas and recommendations to Portfolio Managers to influence portfolio construction decisions.
    • Performs quantitative analyses and provides recommendations to help formulate internal portfolio risk guidelines.
  • Represents the Fixed Income risk management practices and policies to investment professionals and external clients / parties
    • Presents analytics and findings to the Fixed Income investment group and oversight groups.
    • Relays risk management processes and policies to external clients. Educates clients on Capitals' portfolio risk strategies taking into account the client's specific needs and concerns.
  • Develops risk management and surveillance solutions
    • Develops risk methodology and scenario analysis capabilities to enhance risk assessment in Fixed Income portfolios.
    • Develops top down and bottom up portfolio risk reports to identify and monitor the major risks in portfolios.
    • Maintains the data integrity of our security level analytics for Fixed Income portfolios and benchmarks.
    • Evaluates, maintains, and validates third party analytic systems (attribution, tracking error, etc.) and valuation models (interest rate, prepayment, credit, etc.).
    • Performs quantitative analyses and provides recommendations to develop system solutions required for client, internal and regulatory risk analysis.
    • Works with the Investment Group and technology associates to ensure the quality of the analytics used in our proprietary portfolio construction and trading applications.
  • Performs additional responsibilities as assigned.
Qualifications:
  • Demonstrates intellectual curiosity and analytical skills in areas of high complexity.
  • Demonstrates sound judgment in resolving matters of high complexity.
  • Demonstrates initiative by identifying issues and recommending solutions on complex and broad matters.
  • Demonstrates effective written and oral communication skills with a diverse group of associates, senior business leaders and a diverse group of individuals outside the organization.
  • Demonstrates ability to collaborate and develop/maintain working relationships inside and outside the organization to enable effective completion of business objectives.
  • Demonstrates effectiveness in leading/facilitating with senior business leaders on broad/controversial topics inside and outside the organization.
  • Demonstrates in-depth knowledge of quantitative disciplines. Exhibits knowledge in current and possible future policies, practices, trends, technology and information affecting the department/business area.
Company Overview:
Founded in 1931, Capital Group is one of the world's largest and most trusted investment management companies and home to the American Funds. We manage more than US$1.39 trillion in assets, and our 7,500 associates make our clients their first priority every day. When we do our job right, millions of investors around the world fulfill their dreams and financial goals, from home ownership and higher education, to a comfortable retirement. Our long-term investment results and outstanding service set us apart from our competitors, while our workplace sets us apart from other employers.
 
Apply on company web site.

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