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Lead Analyst Portfolio Risk
Crisil
posted 2mon ago
Job Role Insights
Flexible timing
Key skills for the job
Job Description
- Proprietary risk analytics: maintain the calibration (quarterly) of proprietary survey-based scenarios (quadrant and black swans) and proprietary risk metrics (beta-adjusted durations, credit risk budget targets etc) already in use as well as future analytics to be deployed Multi Asset Carry Dashboard :Automate, upgrade and produce risk analytics for carry trades to facilitate the adoption of opt-in carry programs in Multi Asset and Fixed Income portfolios
- Taiwan domestic equity fund benchmarking and risk monitoring tool: Build and rebalance custom benchmarks informed by quarterly holding data released by the regulator (Taiwan specifically), build basic risk monitoring infrastructure to track risk and performance vs peer group (tactically on Refinitiv ; strategically build data feeds and roll it out to the investment team in Taiwan
- Performance attribution upgrade: leverage FactSet to create new performance attribution templates that measure alpha more accurately than conventional templates (factor-based for equity, custom for fixed income and multi asset as opposed to Brinson and standard methodologies)
- Negative sentiment screener: design and build an idiosyncratic sentiment screener to detect early weakness signals in direct equity and FI holdings with a focus on our largest positions (absolute and active)
- Fixed Income proprietary liquidity metrics: unlike equity, FI is an OTC market and liquidity is not only a function of market liquidity but also a function of execution capabilities
- To engage in project to create and run survey-based liquidity indicators (maximum trade size and txn costs as estimated by our Dealers) for custom categories of bonds and derivatives Automate and produce numbers, charts and slides for Investment Committee consumption
Employment Type: Full Time, Permanent
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Top Crisil Lead Analyst Interview Questions
Q1. Tell us how you will value a company in hotel space?
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Q2. What is best way to value a company having no cash profit
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What people at Crisil are saying
Rating based on 34 Lead Analyst
reviews
Anonymous · BFSI, Investments & Trading
in Chennai
Likes
Flexibility to work from home
- Salary - Good
+4 more
Dislikes
CRISIL needs to do things more organised way.
Lead Analyst salary at Crisil
reported by
363
employees
with 6-12
years exp.
₹11
L/yr - ₹32
L/yr
53%
more
than the average Lead Analyst Salary in India
View more details
What Crisil employees are saying about work life
based on 1.6k employees
Flexible timing
Monday to Friday
No travel
Day Shift
Crisil Benefits
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Crisil Chennai Office Locations
Chennai Office
Thapar House,
43/44, Montieth Road,
Egmore,
Chennai
Chennai
600008
600008
Chennai Office
CRISIL GR&A, TVH -Beliciaa Towers, 3rd Floor, Tower-II, Block No.94, MRC Nagar
Chennai
600028
600028
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