Performance & Risk Analyst recruitment
Main Tasks and Responsibilities
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Regular production of performance, attribution, risk statistics and presentation materials to operational time scales.
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Development and production of contribution and attribution measuring and monitoring for Fund Managers
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(Single Manager, Multi Manager and Portfolio Management), Sales Marketing, Clients and Senior Management.
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Develop and maintain equity risk monitoring using Riskmetrics.
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Acting as a source of knowledge to other members of the team.
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Monthly G.I.P.S composite production and maintenance.
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Manage and participate in a variety of projects - e.g. attribution/contribution, portfolio analysis, risk, operational efficiency.
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Support, where necessary the Fixed Income Performance Risk team.
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Develop and implement guidelines and procedures for operational use. Streamline current production processes.
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Contributing to the setting of objectives, the determination of priorities and work plans and the monitoring of their achievements and resources used.
The candidate will have experience within performance analysis; good knowledge of current issues a solid understanding of Equity performance measurement, attribution analysis and Risk, advanced Excel and Access skills including VBA and SQL as well as working knowledge of G.I.P.S.
A working knowledge of Riskmetrics or similar VaR system would be beneficial.