Portfolio Risk Analyst recruitment
A new role has opened in one of the world's leading Asset Management as a Portfolio Risk Analyst as part of the Credit Analytics division. The purpose of the role is to provide accurate and timely credit risk analysis for exposures on OTC derivatives and Securities Financing Transactions. You will need good communication skills, great interpersonal skills and to be an excellent team player.
Key Responsibilities
- Assume responsibility for the production and delivery of risk and advanced analysis product suite to clients.
- Reporting includes VAR, ex ante risk, stress tests, scenario modelling, factor based attribution and other advanced analytics.
- Ensure delivery is in an accurate and timely manner. Active engagement in production monitoring and quality assurance processes.
- Assist in implementation of new clients, from collating initial requirements, data requirements and discussing reporting options to system set up, development of efficient report production processes, implementation of audit controls and finally report delivery, initial analysis and interpretation to clients.
- Participation in system rollout projects, assisting with UAT testing and project documentation.
- Understanding and interpreting risk output and differences between multiple systems. - Ensuring an ongoing high level of client service, meeting deadlines, accuracy, prompt turnaround of queries and pro-active client dealings.
- Work closely with strategic partners, vendors and other parties to resolve client and reporting issues.
- Change management activities for existing clients (e.g. new benchmarks/change to investment strategy etc)
- Effective communication on all work undertaken within the team, escalating problems or providing supporting information to others as required
- Discuss and action client requests through relationship managers and directly where required. Track and monitor the resolution of client queries.
- Ensuring MIS, client summaries and procedures are kept up to date
Skills
- Experience of quantitative/risk analysis exposure to multi factor attribution, ex-ante risk, stress testing, scenario analysis, and portfolio construction.
- Strong understanding of risk measurement and investment methodology.
- Broad knowledge and experience of a range of investment analytics products
- Graduate, CFA/FRM/IMC (or other equivalent qualification)
- Experience working with risk systems.
- An understanding of the inputs needed to properly model risk at a security level.
- Thorough understanding of securities and investments coupled with knowledge of portfolio theory and investment management techniques.
- Experienced with systems, databases and the Microsoft Office suite.
- Excel to an intermediate or advanced level (VBA advantageous)
- Ability to work with large volumes of data. Strong operational skills to manage data flows and coordination of reporting.
You will have all of the necessary criteria listed above as well as being a driven, highly analytical and target driven person who is keen to constantly improve and impress. You will be able to work well in a team as well as autonomously and as a result will be offered a great role as a Portfolio Risk Analyst in a fantastic institution.
