Senior Risk Analyst

  • Competitive plus good bonus potential
  • London, England, United Kingdom
  • Permanent, Full time
  • Hazel Cameron Associates Ltd
  • 16 Oct 18

This is an opportunity for a senior quantitative risk professional to lead the analysis and review of risks of a large pension fund as well as for the pension fund´s individual investment portfolios. Knowledge of public and private markets would be preferred, combined with excellent modelling skills. This is a challenging role that offers the opportunity to work at the centre of an institutional investment manager with key investment professionals.

Delivering Results

  • Develop improved total scheme asset only and asset-liability risk analysis and attribution
  • Contribute to the Strategic Asset Allocation process
  • Work with the Funding Strategy function to incorporate enhancements in liability modelling into total scheme asset-liability risk analysis
  • Analysis and monitoring to support management of investment guidelines, leverage, counterparty, collateral and liquidity risk
  • When needed, support BAU process across the PAIR team for example the production of risk/performance statistics and reporting thereof

Managing Resources

  • Automate and redesign processes to achieve efficient risk management
  • Proactively drive development of analytics and bring rest of team on-board with plans Managing Relationships
  • Participate in meeting and discussions with Strategy team, desk heads and the wider organisation to better understand requirements, get into the investment process early and to build trust

Managing Processes & Future Focus

  • Keep abreast of industry developments

Technical Competenices , Skills and Experience

  • Numerical degree in Finance, Statistics, Mathematics or the like
  • Long experience in investment risk modelling
  • Excellent understanding of asset classes, instruments and risk management techniques
  • Good understanding of Strategic Asset Allocation methodologies
  • Good understanding of investment risk analysis and attribution particularly in the context of multi-asset class portfolios
  • Experience of analysing private market investments is favourable
  • Comfortable working with and manipulating time series data and conducting statistical analyses
  • Understanding of financial markets and instruments gained through courses or experience
  • High degree of computer literacy, ability to programme in SQL, Excel VBA, Python, or MatLab