Quantitative Risk Analyst - Permanent

VACANCY OVERVIEW

Contract Type:
Permanent

Salary:
£60,000 - £75,000

Recruiter Name:
James Baker

Reference:
JB-12937

Quantitative Risk Analyst
London
Permanent
£60,000 - £75,000

Our client, an asset manager based in London, are seeking a Quantitative Risk Analyst to provide ongoing support of the firm’s Investment Risk Management framework, covering equity, fixed income and multi-asset portfolios.

If you would like any more information on the role, or want to know about other roles cer Financial have to offer like this one, contact James Baker.

The successful Quantitative Risk Analyst’s responsibilities will include: 

  • Creation of weekly/monthly/quarterly risk management reporting for a range of internal and external audiences from both a regulatory necessity and wider risk framework perspective
  • Working with senior risk managers to help confirm that the investment risks are fully understood by the portfolio management team and other key stakeholders (e.g. risk committees, fund boards) and are reliable with fund or mandate objectives and risk constraints  
  • Supporting where appropriate on risk analysis and reporting across the range of asset classes 
  • Applying ongoing enhancements to risk report creation and analytics calculation and integration of risk models through firm-wide projects, including harmonization of approaches across Barings legacy groups  
  • Assisting the development of “state of the art” risk analytics tools that are practical to use 
  • Monitoring and enhancing risk data quality in the company’s portfolio management systems 
  • Working alongside vendors & internal associates to address & fix modelling matters
  • Mature tools to guarantee requirements of UCITS and AIFMD regulatory frameworks are met across relevant funds 

The successful Quantitative Risk Analyst’s will have: 

  • Educated to degree level (preferably mathematics or science) 
  • Knowledge of buy side market risk platforms, such as RiskMetrics and/or BarraOne  
  • Programming proficiency in VBA and SQL, possibly matlab
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