Investment Risk Graduate
Reports to: Head of Investment Risk
Purpose of role
- Work as a member of the investment risk team at LPP
- To measure, monitor, analyse and report investment risks (market, liquidity, counterparty credit, leverage, valuation risks etc.) for funds managed by LPP and for the Pension Clients’ portfolios
- To maintain and enhance investment risk data, models, systems and reporting processes for LPPI’s investments and funds in Equities, Fixed Income, Credit, Private Equity, Real Estate, Infrastructure etc.
- To maintain investment risk reporting and procedures to meet LPPI’s regulatory requirements as an Alternative Investment Fund Manager
- Develop and maintain a high standard of investment risk analysis and reporting across various asset classes at investment, fund and client portfolio levels
- Maintain and enhance data, modelling and reporting systems & workflows for investment risk processes
- Prepare investment risk analysis and Management Information for LPPI’s various committees, internal stakeholders and regulatory reporting.
- Work with senior members in the team to implement enhanced risk & quantitative models, risk systems and automated reporting workflows.
- Educated, preferably master’s level, in Mathematics, Finance or related Quantitative discipline
- Strong interest and/or project & internship experience in quantitative analysis or risk functions in financial services industry.
- Good quantitative and programming skills, preferably in R or Python programming. Experience in databases and Excel VBA is highly desirable.
- Strong interest and understanding of return and risk characteristics of various asset classes, quantitative modelling and time series analysis.
- Highly developed numerical, analytical and report writing skills.
- A proactive, self-motivated team player
- A lateral thinker with excellent problem solving and organisational ability
- Highly effective communication skills including the ability to build good working relationships
Reasonable adjustment will be made to working arrangements to accommodate a person with a disability who otherwise would be prevented from undertaking the work.