Risk Analyst

Falcon Investment Management
Closing date
17 Aug 2021

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Contract Type

Job Details

Based in Mayfair

We are a multi-manager and multi-strategy hedge fund manager looking for a risk analyst to join our team in London. The ideal candidate will drive the implementation of methodologies and tools to monitor and report Investment Risk, Liquidity Risk and other financial risks, and will liaise closely with Portfolio Managers and senior management.

Role and responsibilities

• Drive risk and investment compliance oversight e.g. assessment of trading activities across all investment strategies using MSCI risk management platform

• Ensure compliance with fund prospectus, global exposure, leverage limits under EU and AIFMD regulations

• Producing periodic risk and regulatory reports including risk exposures and compliance breaches using MSCI reporting capabilities

• Develop and maintain investment risk analysis and reporting across various asset classes for each strategy

• Work with Portfolio Managers, and coordinate with external service providers to implement risk reporting workflows and requirements

• Drive a quantitative approach to analyse risk metrics such as VaR, liquidity, market and performance risk measures

• Maintain awareness of actual and proposed regulatory changes which impact requirements for risk monitoring

• Daily risk report production and investigation of out of tolerance metrics

• Liaise with Portfolio Managers and Analysts as required to refine analyses and communicate key findings

• Perform stress-testing activities

Key Skills and Experience

• Approx. 3 years operational experience ideally within the risk management

• Strong written and verbal communication skills

• Basic programming competency

• Effective critical analysis and reasoning skills

• Good knowledge of financial and market risk

• Good understanding of AIFM regulations from a risk perspective.

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