Market Risk Business Analyst recruitment
An exciting opportunity has arisen to join a global Investment Manager as a Market Risk Business Analyst position. You will be working directly with Investment Risk Managers/Analysts and Fund/Portfolio Managers who will focus on helping us to deliver a strategic, enterprise wide solution for Investment Risk to support all of the institutes products, asset classes and regions. You will need strong VaR understanding, good analytical skills, a necessity for solid communication skills, good interpersonal skills and an exceptional team player.
Role/Responsibilities
- This role is to work on the Investment Risk Project of the Investment Program.
- Need a Business Analyst with experience of working directly with Investment Risk Managers/Analysts and Fund/Portfolio Managers who will focus on helping us to deliver a strategic, enterprise wide solution for Investment Risk to support all of the institutes products, asset classes and regions.
- Independent analysis, monitoring and reporting of portfolio level investment risk against agreed product risk profiles, for internal, regulatory and client distribution
- Daily management of investment risk within the portfolio management and decision support process. This includes pre trade scenario analysis being run through the risk model
- Evidence of working with Investment Risk within an Asset Management house, and having delivered change in the Investment Risk area, either on-desk or at the enterprise level.
- An understanding of a broad range of risk metrics, such as VaR, contribution to VaR, tracking error, risk decomposition by factor, Beta, duration/contribution to duration
- Experience of implementing both third party and internally developed applications
- Confident understanding of the data required to generate a risk analysis, e.g. portfolios, holdings, exchange traded and OTC instrument TsCs, benchmarks, risk profiles
Skills
- Graduate, preferably in a mathematical or engineering discipline or equivalent
- Experience in management of investment risk either as part of the Investment Decision making process, pre/post trade compliance or as an independent enterprise wide investment service.
- Solid experience of working with Investors, FMAs and Investment Risk analysts/managers and working with Investors directly.
- Exposure to stress testing, trend analysis, back testing, risk analysis, risk profiles/limits/indicators, liquidity risk, counterparty risk.
- Experience with vendor products such as Barra, Algorithmics, Risk Metrics, Risk Data, Sungard APT, Wilshire iQuantum would also be interesting.
- Investment Risk is not the same as Operational risk, which is not in scope for this role.
To apply for this position as Market Risk Business Analyst, you must have the experience as outlined above and be an excellent communicator. You should have a strong ability to multi task and be comfortable working under pressure. This is an excellent opportunity to join a well respected global Investment Manager.
