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Portfolio Risk Analyst - Fixed Income/Structured Credit

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Salary £75k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/SIMR/31500
Contact Simeon Randell
Date posted 08-05-2019

Leading Investment Manager seeks a new addition to the portfolio risk management team to enhance the team efforts, working on a broad range of activities with focus on Developed Markets. Responsibilities of the successful candidate will include:

• Day-to-day independent risk management of Developed Markets funds: monitor and analyze the funds’ risks; challenge Portfolio Managers’ intuition on a position or portfolio construction as required
• Investigate day-to-day risk changes: liaising with risk control, data team, operations and finance to ensure all positions are correctly reflected in the risk systems and all relevant risks modelled as expected
• Run ad-hoc risk analysis, what-if scenarios and reports to support the senior risk managers and the Investment Teams understanding and managing risks across the firms funds and strategies
• Support the business with analysis on prospective new products
• Answer ad-hoc queries from clients and brokers as required

The role will also involve ongoing project work to further enhance the firms risk management infrastructure, working with IT and project management teams:

• Participate to the design of new tools to strengthen the risk platform, including stress testing, regression analytics, what-if scenarios etc.
• Support the development of internal quantitative tools to continue delivering top-class portfolio risk insights to the Investment teams
• Leverage the current risk engine capabilities to generate new ideas and explore new risk views.
Experience and skills required

• Master’s Degree educated in a quantitative subject with at least 3 years’ experience in buy-side or sell-side risk management or front office
• Knowledge of fixed income markets and products. Exposure to structured credit is an advantage
• Strong IT skills, fluency in VBA is required as well as proficiency in at least one additional programming language (e.g. Python, R, MATLAB)

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Contact Simeon about this job

AVP, Consultant