Market Risk/Investments Analytics and Technology Consultant

About this position: The Office of Risk Management (RMG) is looking for a dynamic and innovative market risk/investment technology and analytics consultant who will help us enhance our workflow and improve our stress testing and investment portfolio analytics. What you'll do: Configure Summit to support, design, and align risk and portfolio reporting/analytics, including sensitivities and stress. Implement stress tests in Summit and test output to assess accuracy. Build a dashboard to display stress scenario P&L and other risk metrics for the portfolio. Develop documentation to support using stress as the binding risk metric for the investment portfolio. Work with technology, first line, accounting, and risk teams to automate the calculation of P&L in the investment portfolio, including analytics for new products. Develop dashboards to analyze investment portfolio P&L. Document new functionalities in Summit, including the parametrization, calibration and implementation of new stress scenarios; the process to configure new curves and products; reporting capabilities. What you'll need: Education: Strong quantitative background with minimum of master's degree. Experience designing and implementing fixed income analytics for trading portfolios at banks. Experience with Summit highly preferred. Familiarity with fixed income risk and valuation systems. Knowledge of calculation of standard fixed income analytics. At least 10 years of experience in finance, capital markets, risk management and/or portfolio management with exposure to stress testing and fixed income analytics and P&L. Outstanding analytical and problem-solving skills. Strong communication skills, including the ability to draft well-written, coherent analyses and documents for senior management. Languages: Proficiency in English