Junior Quantitative Risk Analyst – Investment Risk

City based, global asset manager who manage funds across fixed income, alternative investment and equity markets, are keen to make an addition to their Investment Risk Team. Assisting with the ongoing development of their investment risk management framework you will be responsible for the following:

Role & Responsibilities

  • Assist the Risk Team in the ongoing support of the firm’s Investment Risk Management framework, covering equity, fixed income and multi-asset portfolios.
  • Supporting the development of “state of the art” risk analytics tools that are practical to use
  • Implementing ongoing enhancements to risk report creation and analytics calculation and integration of risk models through firm-wide projects
  • Monitoring and enhancing risk data quality in the Company’s portfolio management systems
  • Working with vendors & internal associates to address & fix modelling issues
  • Working with senior risk managers to help ensure that the investment risks are fully understood by the portfolio management team and other key stakeholders and are consistent with fund or mandate objectives and risk constraints
  • Assisting where appropriate on risk analysis and reporting across the range of asset classes
  • Develop tools to ensure requirements of UCITS and AIFMD regulatory frameworks are met across relevant funds
  • Production of weekly/monthly/quarterly risk management reporting for a range of internal and external audiences from both a regulatory requirement and wider risk framework perspective

Background & Experience

  • Educated to degree level (preferably mathematics or science)
  • Programming proficiency in VBA and SQL, possibly matlab
  • Knowledge of buy side market risk platforms, such as RiskMetrics and/or BarraOne
  • Strong attention to detail and data accuracy
  • Strong interpersonal skills and a reliable team player
  • Highly motivated and organised with demonstrated ability to manage conflicting priorities and requests and excel in a fast-paced, project-driven environment
  • Ability to work independently whilst within a team environment

To hear more about this challenging opportunity, please contact Karen Consalvi on 020 7847 8874 or email karen@meredithbrown.com

Please note that due to the high volume of applicants responding to our adverts we are regrettably not able to feed back on all applications; only successful candidates will be contacted.

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