Investment Risk Analyst

Michael Page Banking and Financial Services
United Kingdom
£50000 - £65000 per annum
29 Sep 2017
03 Nov 2017
Contract Type
Full Time

The role is based in the Portfolio Risk and Performance Analytics team - and will provide independent risk and performance analysis to all internal stakeholders including the investment team, institutional and wholesale distribution and client services

Client Details

Investment Manager


Take ownership of portfolio analytics reporting and using vendor software to provide custom analysis on request, including performance measurement and attribution and market, liquidity and style risk

Responsible for developing and maintaining risk models including VaR, Factor Risk Models, Monte Carlo, and liquidity analysis

First point of contact for portfolio analytics questions across risk

Work with the data team to identify and correct data issues impacting portfolio analytics

Advise the data team on the automation of portfolio analytics reports

Assist with the daily monitoring of risk and work with Operations, Legal, Compliance and Risk team with respect to investment risk monitoring and disclosures for current and new funds


Practical experience developing, maintaining, and monitoring risk and performance with an equity/alternatives investment manager

Practical experience with performance reporting and methodologies

Experience with equities, equity derivatives, futures, and FX, pricing and valuations

Good understanding of equity performance attribution methodologies

Good understanding of risk methodologies, Factor Risk Models, VAR, and Monte Carlo

Practical knowledge of investment management, operations, liquidity, leverage, and margin calculations

Understanding of performance and risk of equity portfolios including derivatives

Job Offer

Track record in financial services - preference within a buy-side businesses

Strong technical knowledge in market risk and performance risk essential

Good knowledge of equity products preferred

IT skills should include VBA & SQL

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