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
You need to sign in or create an account to save a job.
Role accountabilities:
Technical Skills / Specialist knowledge
Knowledge of the financial risk aspects of UCITS and/or AIFMD would be helpful.
- 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.
You need to sign in or create an account to save a job.
Sign in to create job alerts
Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.
Create alert