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Risk Analyst

London, United Kingdom, £ £ 55000.00-55000.00 Annual Annual, Permanent

Description:

Role & Responsibilities

  • Day to day risk control responsibilities including, but are not limited to, periodic risk report production and investigation of risk exceptions.
  • Use of third-party risk models as well as well as tools developed internally to provide insight on risk exposures, capital or liquidity adequacy.
  • Develop risk modelling methodologies. This may require the analyst to manually build reports or prototypes to provide proof of concept before tools are implemented in the production environment.
  • Communicate methodologies and results within the Risk team and prepare presentation material to governance forums such as the Risk Committee or Fund Board.
  • Interact with Portfolio Managers, Traders and Analysts as needed to understand risk appetite, refine analyses and communicate important findings.
  • Perform stress-tests both on asset management portfolios and the treasury desk book.
  • Assist the Risk team in writing and presenting the Risk framework, policies and procedures and answering clients or prospective clients' requests.

Experience & Qualifications

  • Knowledge of money markets, FX, rates and credit derivatives, and fixed income instruments. Knowledge of equities advantageous but not required.
  • 3 to 5 years' experience within financial services (ideally a bank or asset manager) and knowledge of the products traded by a treasury desk is essential.
  • Graduated with a degree in a numerical subject.
  • Experience with portfolio analytics software (e.g. Bloomberg PORT, APT, RiskMetrics, Aladdin).
  • Highly numerate, good understanding of mathematical / statistical concepts.
  • Programming skills (VBA, SQL, MATLAB, R or Python) preferred.
  • Experience with multi-factor risk models (e.g. Axioma, APT, Barra) preferred.

Please note that due to the high volume of applicants responding to our adverts we are regrettably not able to feedback on all applications; only successful candidates will be contacted.

Job Details

1304856316
Full Time
London, United Kingdom
Permanent
£ £ 55000.00-55000.00 Annual Annual