Portfolio Risk Analytics PM: VaR, Attribution & Stress Testing in London

Portfolio Risk Analytics PM: VaR, Attribution & Stress Testing in London

London Full-Time 60000 - 80000 Β£ / year (est.) No working from home possible
Clearwater Analytics, Ltd

At a Glance

  • Tasks: Lead portfolio risk product initiatives and collaborate on analytics workflows.
  • Company: Clearwater Analytics, a leader in risk analytics solutions.
  • Benefits: Dynamic work environment with competitive benefits and growth opportunities.
  • Other info: Join a team that values innovation and collaboration.
  • Why this job: Make an impact in risk analytics for institutional clients.
  • Qualifications: 6+ years in market risk analytics and a quantitative degree.

The predicted salary is between 60000 - 80000 Β£ per year.

Clearwater Analytics, Ltd. is seeking an experienced Product Manager to support portfolio risk product initiatives, including Value at Risk (VaR) and stress testing. This role involves collaborating with developers and stakeholders to define effective risk analytics workflows for institutional clients.

The ideal candidate will possess a strong background in market risk analytics with 6+ years of relevant experience and a degree in a quantitative discipline. The position offers a dynamic work environment and competitive benefits.

Portfolio Risk Analytics PM: VaR, Attribution & Stress Testing in London employer: Clearwater Analytics, Ltd

Clearwater Analytics, Ltd. is an excellent employer that fosters a dynamic work environment where innovation and collaboration thrive. With competitive benefits and a strong emphasis on employee growth opportunities, team members are encouraged to develop their skills in the fast-paced field of portfolio risk analytics. Located in a vibrant area, employees enjoy a supportive culture that values their contributions and promotes meaningful work.

Clearwater Analytics, Ltd

Contact Details:

Clearwater Analytics, Ltd Recruitment Team

We think you need these skills to ace Portfolio Risk Analytics PM: VaR, Attribution & Stress Testing in London

Portfolio Risk Analytics
Value at Risk (VaR)
Stress Testing
Market Risk Analytics
Collaboration with Developers
Stakeholder Engagement
Risk Analytics Workflows