AVP/Investment Risk Analyst

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    "startDate": "2026-03-27",
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    "jobDescription": "<p><b>Summary</b></p><p>AllianceBernstein (AB) is hiring two Investment Risk Analysts to join our global buy-side Investment Risk function. You will partner with senior Investment Risk Managers, Portfolio Managers, and investment teams to measure, monitor, and explain risk across global, multi-asset portfolios. This role requires strong collaboration with senior risk managers and a clear drive to learn the investment business at a sophisticated global asset manager. You will contribute to impactful work with senior investment personnel to manage and mitigate investment risk.</p><p>This role is designed for someone who is highly capable with technology and quantitative thinking and wants to develop into a risk manager over time. In the first 6–12 months, your primary focus will be building and maintaining risk reports, improving data pipelines and controls, and running day-to-day surveillance to identify unusual moves in exposures and risk.</p><p>This is not a software engineering role, but you must be able to write clean, reliable analytical code (Python &#43; SQL), work with large datasets, and communicate findings clearly in an investment context.</p><div></div><p><b>Responsibilities</b></p><p><b>1) Risk reporting and production analytics (primary in year 1)</b></p><ul><li>Build, enhance, and maintain recurring risk reports and dashboards for multi-asset portfolios (e.g., factor exposures, volatility/correlation, beta’s, stress/scenario results, concentration, drawdowns, tail indicators).</li><li>Improve production robustness: data quality checks, controls, logging, monitoring, and documentation for repeatable daily/weekly workflows.</li></ul><ul><li>Implement scalable analytics patterns (modular code, reusable functions, configuration-driven reporting) to support new strategies and PM requests.</li><li>Assist with validation activities (back-testing, sensitivity analysis, benchmarking) and document assumptions/limitations clearly.</li></ul><p><b>2) Risk surveillance and exception monitoring</b></p><ul><li>Perform day-to-day surveillance across portfolios to identify and triage material changes in exposures, leverage, liquidity proxies, concentration, factor tilts, and tail risk.</li><li>Investigate drivers of changes (market moves vs. positioning vs. model/input changes) and escalate notable issues with clear evidence.</li><li>Maintain “run-the-business” playbooks: what to check, how to diagnose, and how to communicate.</li></ul><p><b>3) Quantitative risk analysis </b></p><ul><li>Conduct bespoke analytical work on strategies, skill measurement, position sizing, and hedging — including backtests and sensitivity analyses.</li><li>Research risk premia, market structure, and market-dynamics effects on portfolio construction and strategy performance.</li><li>Analyze derivatives strategies and structured products to quantify payoff characteristics, tail exposures, and liquidity/convexity risks.</li><li>Support model validation by benchmarking results, stress-testing assumptions, and documenting limitations.</li></ul><p><b>4) PM engagement and risk communication</b></p><ul><li>Translate model output into investment language: what changed, why it matters, and what’s likely noise vs. signal.</li><li>Produce crisp written summaries and visuals to support portfolio conversations and decision-making.</li><li>Provide constructive, evidence-based challenge to portfolio managers and investment teams.</li><li>Over time, contribute to mitigation and optimization discussions (hedging, concentration reduction, risk-budgeting).</li><li>Support client-facing staff with clear, actionable information about portfolio risk and risk-management practices.</li></ul><p><b>5) Market awareness and risk culture</b></p><ul><li>Stay current on market developments and risk events impacting covered strategies.</li><li>Contribute to a strong risk culture: disciplined analysis, clear communication, and thoughtful escalation.</li></ul><div></div><p><b>Required qualifications </b></p><p><b>Experience [Kaushik to advise] </b></p><ul><li>3-10 years of relevant experience, preferably at an asset management or financial services firm</li></ul><p><b>Education </b></p><p>Bachelor’s or Master’s degree in a quantitative or analytical discipline such as:</p><ul><li><b>Mathematics / Statistics / Physics</b></li><li><b>Engineering</b> (e.g., Computer, Electrical, Industrial, Mechanical)</li><li><b>Computer Science / Data Science / Information Systems</b></li><li><b>Economics / Econometrics / Finance / Quantitative Finance</b></li><li>Or other fields with strong quantitative and programming content</li></ul><p><b>Skills and experience</b></p><ul><li><b>Python (strong):</b> can write clean, maintainable analytical code; comfortable with pandas/numpy and structured workflows for repeatable reporting.</li><li><b>SQL (strong):</b> joins, aggregations, window functions; comfortable reasoning about performance and data correctness.</li><li><b>Generative AI:</b> Ability to use generative AI tools prudently to amplify productivity, augment analyses, and translate model outputs into clear investment-language summaries. Experience with MCP and development API’s for LLM’s a plus.</li><li><b>Quantitative foundation:</b> probability/statistics, time series intuition, analytical problem solving.</li><li><b>Data discipline:</b> careful handling of missing data, outliers, stale inputs; ability to implement checks/controls and explain data limitations.</li><li><b>Communication:</b> can explain results clearly to a mixed audience; strong writing and comfort presenting concise findings.</li><li><b>Team orientation:</b> responsive, accountable, and comfortable working with global stakeholders across time zones.</li></ul><ul><li><b>Portfolio Risk Concepts:</b> Exposure to portfolio/risk concepts (at least some subset of multi factor models, duration/convexity, spread risk, FX risk, derivatives basics, VaR/ES, stress testing).</li><li><b>Helpful but not required: </b>Familiarity with financial risk tools such as Bloomberg PORT, MSCI BARRA, Omega Point, FactSet, Axioma, SimCorp</li></ul><p></p>Pune, India",
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