Investment Risk - Equity / MA - Global Asset Manager
- Employer
- Bruin Financial
- Location
- London, United Kingdom
- Salary
- Competitive
- Closing date
- Feb 23, 2019
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Principal Responsibilities
- Partnering with Equity Portfolio Managers: The Investment Risk Analyst will be responsible for meeting with equity portfolio managers and portfolio specialists on a regular basis to discuss the risk profiles of investment portfolios. These meetings may require significant preparation time and will cover the material risks that have been identified by the Investment Risk Analyst, what portfolio management decisions or exogenous events resulted in the risks, and potential mitigation strategies, if warranted, for reducing unwanted or incorrectly sized risks. In addition to initiating interactions with portfolio managers and portfolio specialists, the Investment Risk Analyst will also be responsible for responding to ad-hoc requests for customized risk analysis. In addition to having a strong quantitative and analytical skillset, the Investment Risk Analyst will need to gain an understanding of the how each equity portfolio is managed and be fully versed on market developments impacting equity portfolios globally to successfully execute on this responsibility.
- Development of Risk Modeling Methodologies: Research and develop proprietary approaches to identify and measure sources of risk within investment portfolios and across portfolios, including any associated reporting. Development will be coordinated with the Equity Risk Manager overseeing the global Equity Risk program and will include collaboration with associates on the Investment Risk Group's dedicated technology team. A strong quantitative skillset and programming skills will be required to create calculation engines and provide proof of concept. Effective presentation and clear communication of analytical results will be needed to achieve buy-in from colleagues and adoption by investment risk audiences.
- Day-to-day Risk Management Activities: Support the Equity Risk Manager overseeing the global equity risk program with the day-to-day measurement, monitoring, and communication of risk in equity portfolios managed outside of the US. This includes monitoring portfolios for changes in their risk profiles over time, conducting stress tests based on both hypothetical and historical scenarios, and carrying out ad-hoc analyses for International Equity Division management.
- Communication with External Audiences: Communicate about the equity portfolio risk management program to audiences outside of the risk team as deemed appropriate by the Equity Risk Manager overseeing the global equity risk effort. This may include meeting with clients, consultants, and prospective clients as well as other groups within the firm. The ability to communicate complex topics in a clear and engaging manner will be needed to successfully interact with these important audiences.
PERSONAL ATTRIBUTES / SKILLS / QUALIFICATIONS
Required:
- Undergraduate / bachelor's degree (or equivalent) and substantial years of relevant work experience related to equity risk management or quant work
- Strong knowledge of programming in MATLAB and Microsoft SQL
- Strong knowledge of equity derivatives pricing and risk modeling
- Strong knowledge of multi-factor risk modeling
- Strong analytical and communication skills
- Ability to work effectively in a fast-paced environment
- Ability to work independently and as a member of a team
- Strong organizational skills
- Strong interpersonal skills with the ability to handle complex interactions and reconcile differing views
- Ability to communicate complex quantitative concepts to a non-technical / non-quant audience
Preferred:
- Post-graduate / Master's degree (or equivalent) in a quantitative field such as quantitative finance, statistics, applied mathematics, or engineering
- Professional accreditations such as CFA, FRM, PRM, CAIA (or equivalent) preferred
For more information please contact simeon.randell@bruinfinancial.com
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