Portfolio Risk Analyst Portfolio Risk Analyst …

Carnegie Consulting
in Edinburgh, Scotland, United Kingdom
Permanent, Full time
Last application, 30 Mar 20
Negotiable
Carnegie Consulting
in Edinburgh, Scotland, United Kingdom
Permanent, Full time
Last application, 30 Mar 20
Negotiable
Our client a reputable buy-side firm with operations covering North America, Asia and Continental Europe require a "Portfolio Risk Analyst" to be based in London/Edinburgh. The "Portfolio Risk Analyst", will have a direct reporting line into the Global Head Portfolio Risk, and form part of an established Portfolio Risk team.

Our client a reputable buy-side firm with operations covering North America, Asia and Continental Europe require a "Portfolio Risk Analyst" to be based in London/Edinburgh. The "Portfolio Risk Analyst", will have a direct reporting line into the Global Head Portfolio Risk, and form part of an established Portfolio Risk team.

The Portfolio Risk team is involved in the following activities:

  • Maintaining and developing VBA & Matlab models, used to calculate VAR, volatility, tracking error, risk decomposition, beta correlations, liquidity) across portfolios to support investment decision making and front office
  • Provide quantitative and qualitative analysis e.g production of risk reporting and analysis, assessment and validation of derivative valuation methodologies, and model validations

On a daily basis the individual will be responsible for the following:

  • Maintaining and developing VBA & Matlab models to calculate VAR, volatility, tracking error, risk decomposition, Beta, correlations, liquidity across portfolios, to support the decision - making process and front office
  • Verifying that data in the risk systems is set up and maintained correctly, and that the model reports results
  • Develop risk reporting and analysis for a range of portfolios
  • Analyse portfolio risk, to support the front office decision making, product development, sales strategy and client servicing activities
  • Perform ad-hoc risk analysis projects for prospects, clients, front office and internal users
  • Compliance covering policies and standards

Required Experience:

  • Educated to degree level in a quantitative or mathematical discipline
  • Post graduate experience working in a similar role. Post graduate degree is preferred
  • Programming skills - VBA, Matlab & Python is essential
  • Extensive knowledge of financial markets and derivatives, LDI/CDI and Solvency 2 is advantageous
  • CFA, PRM, FRM qualifications preferable
  • Proficiency in Microsoft Office, including strong Excel skills
  • Ability to work independently and be proactive, in terms of suggesting improvements to processes and systems
  • Strong communication, and problem - solving skills

This is an excellent opportunity for a "Portfolio Risk Analyst" to join a market leading buyside institution, with a demonstrable track record in the Investment Risk (multi-asset). The role is positioned in the first LOD, and the key stakeholders are the Investment teams, Distribution teams, Senior Management and Operational teams. The career development path is robust for the right individual.

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