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|Sector||Credit & Risk Management|
Investment Management Arm of leading insurer seeking a Senior Risk Reporting Analyst to join their London office.
Design and maintain a scalable and effective process around the calculation of risk ratings and indicators; including data feeds, definition of appropriate measurement methodology and calculation solution.
Maintaining a strong working relationship with third-party systems and data providers and knowledge of their products and development plans.
Assist with developing/maintaining the regulatory risk reporting, especially in relation to LGIMs AIFMD and UCITS funds.
Provision of regulatory risk reports and portfolio risk data to support on-going and ad hoc regulatory reporting.
Provision of risk ratings for absolute return and benchmark funds and oversee third party providers of such services.
Timely escalation and resolution of risk issues.
Assist with independent risk oversight for specific funds/businesses maintaining a detailed understanding of underling positions, risk drivers, performance outcomes and market dynamics/volatility.
Experience/ skills required
Sufficient understanding of VaR, risk sensitivity and stress scenarios.
Knowledge of ex-post risk measures especially for UCITS funds (Volatility, SRRI).
Minimum 3 years of risk management experience or similar.
Basic knowledge and understanding across a range of markets and products including derivatives.
IT literate (experience using VBA, SQL etc an advantage).
Understanding of third party risk and performance data services.
Extensive knowledge of regulatory reporting requirements with regards to investment risk: exposure, leverage, volatility, stress testing, liquidity profile across multiple regulatory regimes (UCITS and AIFMD in particular).
Excellent interpersonal skills - including verbal and written communication skills.
For applications or enquires, email Simeon.Randell@BRUINFinancial.com
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