Portfolio Investment Risk
- Full Time
An excellent opportunity has arisen for a Portfolio Risk Analyst to join the growing team of a leading Asset Manager. The Portfolio Risk Analyst will assist fund managers in maximising alpha from bottom-up stock selection.
Your key responsibilities will consist of:
Supporting the senior risk analysts in their interaction with fund managers across a range of products and investment strategies covering:
- Production of risk materials to be used as part of regular risk catch up meetings with individual fund managers and desks.
- Active participation in these regular catch ups - whilst initially the successful candidate would not be expected to lead these meetings, the expectation is that over time they will be capable of taking on lead responsibility for some funds.
- Responding to ad-hoc requests for risk analysis from interested parties such as fund managers, investment specialists and senior management.
- Regular monitoring and independent review of portfolios to identify any style drift, risk changes or potential emerging risks.
Participation in the formal oversight process which will include:
- The periodic review of the analyst’s designated portfolios in order to ensure management is in line with objectives and investor expectations.
- Escalation of any significant risk issues identified to the senior analysts in a timely manner.
- Participation in formal review meetings (individual fund manager oversights, IPRC etc.).
Your additional responsibilities will consist of:
Ad-Hoc project work aimed at enhancing the Portfolio Construction & Risk team’s analysis and improving working efficiency. Participation in cross-departmental initiatives in order to foster greater collaboration with the wider investment risk team.
- Undertaking of independent research aimed at uncovering portfolio/market risk insights which can aid fund managers in improving the investment management process.
What we are looking for
We are ideally looking for you to be degree educated or have a post graduate qualification of a technical nature. You will have experience in an investment risk role within financial services, preferably being an asset manager.
You will need knowledge of modern portfolio theory and previous experience with using Equity fundamental and statistical risk models (such as Axioma, BlackRock Aladdin risk models, Barra etc).