Risk Analyst (VBA, SQL,MATLAB)
We are looking for a Quantitative Risk Analyst for a Global Asset management business to provide ongoing support of the firm?s Investment Risk Management framework, covering equity, fixed income and multi-asset portfolios.
You will help with developing and implementing a standardized framework to identify, measure, and monitor market and investment risks on a firm-wide basis.
The individual will support the risk function to develop and produce investment risk assessments and will provide ongoing support to the firm?s senior risk professionals.
- Educated to degree level (preferably mathematics or science)
- Programming proficiency in VBA and SQL, possibly matlab
- Knowledge of buy side market risk platforms, such as RiskMetrics and/or BarraOne
- Supporting the development of ?state of the art? risk analytics tools that are practical to use
- Implementing ongoing enhancements to risk report creation and analytics calculation and integration of risk models through firm-wide projects
- Monitoring and enhancing risk data quality in portfolio management systems
- Working with vendors & internal associates to address & fix modelling issues
- Working with senior risk managers to help ensure that the investment risks are fully understood by the portfolio management team and other key stakeholders (eg risk committees, fund boards) and are consistent with fund or mandate objectives and risk constraints
- Assisting where appropriate on risk analysis and reporting across the range of asset classes
- Develop tools to ensure requirements of UCITS and AIFMD regulatory frameworks are met across relevant funds
- Production of weekly/monthly/quarterly risk management reporting for a range of internal and external audiences from both a regulatory requirement and wider risk framework perspective
This job was originally posted as www.jobsite.co.uk/job/959513266