Portfolio Risk Analyst

Meraki Talent
Edinburgh, United Kingdom
Aug 14, 2017
Aug 22, 2017
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time

The wider Portfolio Risk Team is responsible for the following:

  • Monitoring mandate compliance to ensure breaches are correctly identified and where practicable forewarned to reduce breach incidence
  • Modelling and monitoring market related risks (e.g. VAR, volatility, tracking error, risk decomposition, liquidity) across portfolios to support investment decision making and front office oversight
  • Providing quantitative and qualitative input when requested e.g. Production of risk reporting and analysis, assessment and validation of derivative valuation methodologies, model validations
  • Ensuring the firms products comply with relevant regulatory requirements including UCITS and AIFMD

Responsibilities of the Portfolio Risk Analyst:

  • Generating and developing risk reports from the firm's risk analysis systems for the Risk Oversight meetings and to meet regulatory requirements
  • Verifying that data in the risks systems is set up and maintained correctly and that model and report results are as expected
  • Engaging with portfolio managers to provide and develop risk reporting and analysis suitable for their portfolios
  • Monitoring and controlling pre-and post-trade mandate compliance using the firms order management system (Think Folio)
  • Analysing portfolios' risks to support front office decision making, product development, sales strategy and client servicing activities
  • Performing ad-hoc risk analysis projects as required by prospects, clients, front office and other internal users

Background of the Portfolio Risk Analyst:

  • Educated to degree level in a quantitative or mathematical discipline
  • Sound knowledge of financial markets and investment instruments including derivatives is desirable
  • Knowledge and understanding of relevant legislation including UCITS and AIFMD is preferable
  • Strong communication and interpersonal skills and excellent problem solving and analytical capabilities
  • Proficiency with Microsoft Office, including strong Excel skills
  • Willingness to pursue CFA, PRM or FRM qualifications
  • Programming skills are desirable (VBA and Matlab)