Investment Risk and Performance Analyst

Robert Half Limited
United Kingdom
£65k - £75k pa
04 Oct 2017
06 Nov 2017
Contract Type
Full Time
The Role Robert Half Financial Services is currently recruiting for a leading advisory Asset Management business based in the West End, who are looking for an Investment Risk and Performance Analyst to join their growing operations team on a permanent basis. The Investment Risk and Performance Analyst will provide independent risk and performance analysis to all internal stakeholders: the investment team, institutional and wholesale distribution and client services. The role will report to the Head of Operations and ultimately Chief Operating Officer. The company uses a combination of in-house portfolio analytics, supported by the data team, FactSet Portfolio Analytics and Style Research Enterprise. Investment Risk and Performance Analyst responsibilities include:· * To oversee regular portfolio analytics reporting and 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 Value at Risk, Factor Risk Models, Monte Carlo, and liquidity analysis * To be the first point of contact for portfolio analytics questions across the business * 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 * Assist the Investment Team with ad-hoc portfolio analysis Your Profile Our client, a leading advisory Asset Management business based in the West End is looking for an Investment Risk and Performance Analyst who:· Good understanding of equity and fund performance measurement * 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, e.g. currency hedging, total return swaps * Good knowledge of UCITS/COLL rules, EMIR compliance, and ISDA/CSAs Experience * Practical experience developing, maintaining, and monitoring risk and performance with an equity/alternatives investment manager * Practical experience with performance reporting and methodologies including TWR * Experience with equities, equity derivatives, futures, and FX, pricing and valuations * Experience with FactSet Portfolio Analytics * Experience with Style Research Enterprise Skills * Advanced Excel skills * Modelling financial risk models, stress and back testing * Programming skills (SQL, Excel VBA, MATLAB, R) preferable Qualifications: Strong academic qualifications 2:1 or above in a quantitative discipline such as mathematics, statistics, economics, physics, or engineering Firm understanding of financial products including derivatives Relevant professional qualification, e.g. CFA, FRM or PRM Ability to work in a small team environment, deliverables focused, with strong communication skills Robert Half Ltd acts as an employment business for temporary positions and an employment agency for permanent positions. Robert Half is committed to equal opportunity and diversity. Suitable candidates with equivalent qualifications and more or less experience can apply.
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