Senior Quant Analyst

London, England, United Kingdom

The role:

The jobholder is responsible for the production and provision of timely metrics used to monitor areas of risk management within funds as determined from time to time by prevailing business requirements. The jobholder is also responsible for the production and provision of regulatory risk reporting and investment reporting together with supporting commentary illustrating the balance of risk/performance within funds.

The jobholder will undertake a variety of assigned duties producing metrics that monitor various aspects of fund risk and performance - these can be identified as market risk & model validation, exposures, liquidity risk, risk compliance monitoring, KIID & SRRI calculations.
These metrics and reports will be made available to Investment Management teams, Marketing and Sales, Compliance, and other teams within Risk, in a variety of formats – as physical or electronic reports or data feeds.

Further, the jobholder will participate in the development of value added customised reports either independently as a prototype or collaboratively with IT teams for delivery to either clients and/or sales support.

The jobholder will also collaborate with Front Office personnel in the development and deployment of appropriate modelling tools and techniques that will enhance or improve funds’ performance and risk management of funds.

Main Duties & Responsibilities:

  • Understand in detail the market risk exposures of funds, and working with investment managers closely to provide robust market risk management, including detailed analysis of risk drivers, and positional transparency.
  • Production and monitoring of regulatory risk numbers.
  • Understand the liquidity risks that funds are exposed to, to ensure a robust liquidity risk management.
  • Build analytical tools required to ensure thorough analysis of funds’ risks, which may include using data analysis tools as python or R.
  • Contribute to build a robust framework and tools to carry out independent model validation of the risk models and risk numbers provided by the official risk engine.
  • Manage the data exchange between GAM and RiskMetrics, and ensuring that the fund assets are correctly modelled and configured in RiskMetrics.
  • Understand critical fund data sets and structures and be able to model them appropriate.

Qualification and Requirements:

  • Degree in mathematics, science, engineering or economics with relevant experience in the financial industry, preferably asset management, hedge funds or investment banking.
  • Very good knowledge of financial instruments (pricing models) and related data requirements in a multi asset context.
  • Particularly experienced with fundamental factor models (equity focus) and full valuation based risk analysis.
  • Proven programming skills in PL-SQL, R, VBA and possibly Python.
  • Very good knowledge on databases and data processes to establish scalable analytics workflows.
  • Experience with business specifications and workflow documentation.
  • Experience with Bloomberg PORT, BarraOne (BDT/BDTi) and RiskManager would be optimal.
  • Track record in the implementation of factor based performance & risk attribution frameworks would be optimal.
  • Ability to work accurately and achieve operational goals under the pressure of tight deadlines.
  • Strong analytical, quantitative and problem solving skills

Please contact Bradley Handelaar at Eames Consulting to apply or discuss further - 0207 092 3250 / bradley.handelaar@eamesconsulting.com