My client, a reputable investment management company is looking for a investment Risk Analyst to join their Global Risk Management - Investment Risk Analysis team based in London. You will be responsible for providing an independent analysis and management of investment risks (market risk, credit and counterparty risk, liquidity risk, performance risk, pricing and valuation risk) covering several investment teams based in the UK (Fixed Income, Equity, Multi Asset, Fund of Hedge Funds and Securities Financing) and to lead or support global risk framework enhancement projects and risk analysis.
- Analyse investment risks for new products/instruments, especially those with significant sophistication and/or complexity, and provide assessment to Global New Business Committee.
- Define and enhance risk policies and frameworks, in liaison with senior stakeholders in the investment teams and Global Risk Management department, supporting the company's capability to efficiently and safely support a large-scale investment business.
- Within the context of established frameworks, define tailored internal investment guidelines and alert levels for individual portfolios in discussion with portfolio managers, and keep them updated to changes in products or market needs. Ensure analysis, remediation - and escalation if need be - of breaches or alerts raised by the Investment Guidelines or Portfolio Control teams.
- Maintain insight into portfolios' risk positioning on an ongoing basis using third-party risk systems/models (RiskMetrics, Barra, etc) and internal systems ("LiPS" Liquidity risk system, etc).
- Perform investment risk monitoring (leverage, stress testing…) required by regulation or the company's standards, raise alerts if needed.
- Contribute to team processes in respect to counterparty risk including assessment/monitoring of new/existing counterparties, and analysis of collateral eligibility, haircut/liquidity requirements, etc. Provide support to Legal teams for the negotiation of ISDA/CSA/GMRA/GMSLA contracts.
- Interact with Senior Expertise Risk Managers (SERM) on key investment risks identification and mitigation at investment team level and provide SERMs with analytical support.
- Provide independent expertise in portfolio valuation aspects such as hard-to-price securities, fair value adjustments or fund dilution-protection mechanisms supporting best fair outcomes for clients.
- Senior management reporting and support (for UK Chief Risk Officer)
- Successful 3-5-year experience in investment risk management in a major bank or asset management company.
- Risk experience on various types of investment risks and a broad range of asset classes and investment strategies.
- Graduate in finance with an asset management/risk management focus or other quantitative discipline.
- Relevant professional qualifications can be advantageous.
- Strong IT background (XL, VBA, databases…). Experience with standard risk analysis tools (RiskMetrics, Factset, UBS Delta…).
Please send your CV to firstname.lastname@example.org
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.