Associate – Investment Risk Reporting
My client is a leading global asset manager. An opportunity exists within their Portfolio Analysis Group for a Risk Reporting Associate.
Summary
This role is within the Portfolio Analysis Group (PAG). The Portfolio Analysis Group is responsible for the provision of performance, attribution and risk analysis (ex post and ex ante) to both internal and external clients across EMEA.
The successful applicant will be a self starter who can lead by example. There are significant evolutionary elements to the team and the services PAG provide on the journey towards analytics. We have great aspirations.
Key Responsibilities
• Production of ex-ante equity risk analysis for client portfolio managers, investment desks and clients (using BARRA)
• Production of value at risk reports for multiple products, with primary focus on fixed income, currency and total return funds (using RiskMetrics)
• Develop, manage and maintain relationships with key business stakeholders that include but not limited to the investment desks, investment directors, client reporting, client portfolio managers, sales, investment operations and the COO world.
• Ensure proper controls are in place, and followed by the team, for the production of performance and risk numbers.
• Ensure all deadlines for both internal and external clients are met by the team.
• Ensuring all queries are acknowledged and completed within a timely manner
• Developing a robust risk controlled environment
• Maintain policies and procedures
Skills Experience Required
• Intellectual curiosity to evaluate portfolios (either Risk or Performance, depending on the role, ideally both).
• An appetite for continuous improvement
• Thirst for automation and efficiency drives
• Asset management experience
• An understanding of investment risk techniques, notable V@R
• IMC / CFA / CIPM would be advantageous
• Knowledge of market leading applications – Barra or RiskMetrics a key advantage
• Strong numeracy and statistical skills
• Ability to work independently and under pressure
• Must be highly organised and able to work to tight deadlines
• Knowledge of both fund and investment accounting.
• Needs excellent attention to detail and a high degree of professionalism / initiative
• Communication skills to deal with people at all levels
• Macro/VBA skills advantageous
If you are interested in this position and genuinely meet the criteria above, please forward your resume to jonathan.dover@hays.com
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