Investment Risk Analyst - London - £550 a day
My client is a UK-based asset management firm and is one of the largest active investment managers in Europe.
Purpose
The investment risk team work with fund managers and senior management to ensure market risk in funds are run in line with client expectations. Metrics that are looked at vary by fund and appropriateness, and include Value at Risk, tracking error, risk decomposition, beta, duration, duration times spread and factor risk.
Key Responsibilities
- Working on a range of investment risk work related topics such as market risk, liquidity risk, new fund launches/fund transitions, management information and ad hoc analysis.
- Working independently or with others in the investment risk team as directed on areas by the head of investment risk.
- The work is likely to vary based on the needs of the team and the head of investment risk. Asset class work is likely to focus on Fixed Income risk but may also involve Multi-Asset and Equities.
Requirements and Experience
- Must be from Asset management background
- Risk Systems knowledge (Fixed Income risk models would be advantageous/preferable).
- Thorough working knowledge of VaR.
- FRM or CFA qualified.
- 3-5 years experience
