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Investment Risk Analyst

Employer
Albany Beck
Location
London, United Kingdom
Salary
Competetive
Closing date
Jul 10, 2019

View more

Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Role accountabilities:
  • Portfolio Risk Reporting and (non-LZ Sentinel) restriction monitoring, including:
  • UCITS IV and Absolute Insight Exposure Reporting
  • Production of other Client Specific Portfolio Risk Reporting
  • VaR Back-testing, analysis with subsequent data cleaning and model enhancement where necessary.
  • Development and maintenance of procedures for the above activities, including "VaR Policy Document"
  • Escalation of monitoring queries to line management, fund managers, client directors, operations staff or system support as appropriate.
  • Respond/investigate to enquiries/queries regarding above
  • User Acceptance Testing for fixes/enhancement to various risk systems. Including new FIG risk reporting platform.
  • Risk Control Committee secretariat.
  • Providing support and assistance to the Head of UK Investment Risk and Global Head of Investment Risk
  • Supporting the development of enhancements to risk reporting analytics.
  • Develop understanding of Xenomorph and OTC pricing in general
  • Provide technical support to Market Data Analyst as required.
  • Produce certain regular and ad-hoc client reporting.

Technical Skills / Specialist knowledge

  • Experience within a market/investment risk role within an asset management or sell-side company would be preferable although not essential.
  • Good mathematical knowledge, obtained through undergraduate degree in maths, physics, engineering or maths focused economics.
  • FRM, CFA, PRM or similar qualification; or interest/willingness to study for said.
  • Good "end user" computer programming skills e.g. Excel VBA macros, Access, SQL.
  • Interest in and a good understanding of financial markets and products, in particular derivatives (ideally interest rate derivatives)
  • Practical experience of applying concepts to real instruments/portfolios.
  • Good problem solving and analytic skills required.

Knowledge of the financial risk aspects of UCITS and/or AIFMD would be helpful.

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