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Investment Risk Analyst - AVP to VP

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Salary £50k to £100k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/SIMR/25975
Contact Simeon Randell
Date posted 10-05-2017

Leading Investment Manager seeks an Investment Risk professional to monitor, advise and report to Senior Management that risks are being effectively managed and that the business is compliant with relevant regulation. The position requires working closely with colleagues within IT, Front Office as well as the other members of the Investment Risk team.
Key Responsibilities
• 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.
• Providing support and assistance to the Head of Investment Risk
• Supporting the development of enhancements to risk reporting analytics.
• Develop understanding of Xenomorph and OTC pricing in general
Key Requirements
• 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 (ideally with MSc or equivalent) degree in maths, physics, engineering or maths focused economics.
• Broad understanding of Investment products, particularly derivatives. Structured products & LDI will be advantageous.
• FRM or 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.
• Practical experience of applying concepts to real instruments/portfolios.
• Knowledge of the financial risk aspects of UCITS and/or AIFMD would be helpful.

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Associate, Consultant