Hedge Fund Investment Risk and Portfolio Analyst

At Aurum Research, we understand creating a culture of equality isn't just the right thing to do, it's also the smart thing. Diverse companies are more innovative and better position to succeed. Everyone is welcome - as an inclusive workplace, people can be themselves in an environment that both supports and includes them.

Investment Risk and Portfolio Analyst

Main Duties and Responsibilities

Investment research and risk analytics

• Perform independent analysis of hedge fund investments with detailed analysis on (but not limited to) exposures, performance, market risk and liquidity.
• Perform additional risk analytics on proposed investments during the investment due diligence process.
• Perform investment due diligence on new funds and assist with the monitoring of invested funds.
• Contribute to the production of external performance commentaries, industry/strategy 'deep dive' analysis, top-down strategy analysis/review and thought-pieces.
• Attend industry conferences and meetings with hedge fund managers with periodic international travel including summarising and communicate key details to the research team. Assist in the development/evolution of the hedge fund due diligence process, including contributing to in-house proprietary tool/systems development.
• Support Aurum Research's efforts to further incorporate ESG into the investment research process.

Requirements

• Candidates will have a minimum of 2-3 years of investment industry experience in performance and risk analytics.
• Relevant degree and/or MSc in numerical or economics related degree such as Economics, Quantitative Investment Risk Management, Actuarial Science, Mathematics, Statistics, Physics, Data Science.
• Strong IT background with experience in SQL, VBA, Python, C# and/or R.
• Preferable knowledge in pandas/numpy/Tensorflow
• Experience with risk analysis tools such as RiskMetrics, Factset, or factor-based risk models.
• Candidate will be analytical with a strong attention to detail, concern for quality and accuracy of final product. Candidate will be comfortable writing detailed reports/notes and presenting their findings.
• Cultural fit: self-motivated, proactive, enjoys collaboration and working as part of a team as well as building an industry network.

Working hours/location

• South Kensington.
• Normal hours: 09:00 - 17:30
• Hybrid working arrangement: Currently all employees work 3 days in-office, 2 days from home.

About us

• Aurum is a specialist investment manager focused on selecting hedge funds (for both commingled portfolios and single institutional client portfolios). Please refer to company website for more information: www.aurum.com