Investment Risk Associate
An Exciting opportunity has arisen in a top asset manager for an Investment Risk Associate to join their growing team based in London.
Investment Risk and Performance Oversight
- Performing second line of defence investment risk and performance monitoring, analysis and reporting of key metrics relating to investment portfolios including funds in shape, TAA breaches, IMA breaches, absolute, relative and risk adjusted performance, performance attribution etc.
- Analysing fund (internal and 3rd party) performance and attribution
- Calculating performance attribution for a range of risk profiled multi asset funds. Follow market and regulatory developments, helping to ensure that the potential implications of such developments on the portfolios are considered
Management Information and Reporting:
- Monitoring and reporting on portfolio level investment and liquidity risk
- Producing regular as well as ad hoc reports and analysis for key stakeholders (e.g. Prudential UK & Europe, Prudential Group, PPMG Investment Committee)
- Assisting with automating manual processes to validate data sets and check manual inputs against output from portfolio management tools
Project Management and Governance
- Supporting the function in maintaining an efficient and robust investment and liquidity risk framework, policies, procedures and process maps
- Developing and executing stress and scenario testing and analyse impacts across different portfolios
- Assisting / performing deep-dives on selected risk topics, providing in-depth quantitative and qualitative analysis
- Supporting the delivery of audit, regulatory, risk review and other actions
- Supporting Risk Governance committees and meetings
- Participating in projects as they arise and evolve through the year; engage with relevant teams to ensure assigned work streams are successfully completed
What we are looking for
- Technical and practical experience of investment risk management techniques;
- Understanding of investment risk and performance metrics for Multi-Asset and Annuity funds;
- Experience with off-the-shelf risk systems preferred (Aladdin / Barra / Risk Metrics etc.)
- Strong qualitative and analytical skills;
- Proactive and 'can do’ attitude, must be self-motivated and a good team player.
- Good written and oral communication skills;
- Ability to think creatively and analytically and to provide simple, practical risk-based solutions to complex problems;
- Stakeholder management experience;
- Advanced Excel knowledge required and moderate/advanced VBA / R / SQL knowledge preferred.