Senior Risk Analyst – Hedge Funds recruitment

Main Duties and Responsibilities

• Production and analysis of regular risk attribution reports for the funds for use by the Fund Managers and other interested users of the data such as senior management, marketing, and compliance

• Lead the development of the Hedge Funds risk analysis

• Act as business lead for all Hedge funds risk projects and enhancements to the risk team service – including system reviews where appropriate.

• Provide oversight reporting for all Hedge funds to senior management teams – highlighting areas of concern.

• Escalation of issues to Head of Risk Measurement.

• Build and maintain relationship between the Risk team and other business support teams within Henderson.

• Production of adhoc reports for the business, focused on risk issues in the prevailing markets.

• Respond to direct requests from Fund Managers.

• Assist IT to develop new systems/feeds and enhance existing feeds. This may include investigating the data requirements for new instrument types, sourcing this data and testing the risk output.

• Assist the team in suggesting new analytics that will be beneficial to Fund Managers and senior management in the understanding of investment risk.

• Working closely with other members of the team, providing technical support, as appropriate.

Technical Skills Qualifications Required

• Educated to degree level or equivalent

• IMC and/or CFA is desirable

• Previous experience of working in the risk management function with an asset management company

• Significant risk management experience and in particular extensive hedge fund risk experience

• Technical skills:

-   Strong quantitative skills

- Excellent knowledge of derivatives (types, valuation/pricing, risks)

- General knowledge of the hedge funds markets (styles/strategies)   Detailed knowledge of tracking error, VaR, and stress testing methodologies together with an appreciation of their limitations

• Working knowledge of RiskMetrics, Barra Aegis and style research or similar systems beneficial.

• VBA and SQL experience desirable

• Advanced Excel skills, knowledge of Macros would be advantageous