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Investment Risk Analyst

Information About This Job

Job Title: Investment Risk Analyst
Contract Type: Permanent
Location: London
Industry:
Contact Name: Adam Small
Contact Email: asmall@lawsonchase.com
Job Published: 3 months ago

Job Description

Lawson Chase is currently working closely with a high-profile innovative  investment management firm, who are looking to hire an Investment Risk Analyst to join their London based risk management team.

 

The Investment Risk Department is a quantitative function providing Risk and Performance Analysis as well as Reporting duties. The team is made up of 2 performance professionals and 4 risk professionals within the Investment Team. For the right candidate, this position offers a fantastic opportunity to gain exposure to senior Portfolio Managers, CIS and CIO.

 

Key Responsibilities

  • To assist the firm’s Risk Function in the quantitative risk modelling of the instruments employed across the entire family of Multi Asset Class and Equity Value funds

  • Actively contribute using ad-hoc quantitative analysis, in the preparation of the ‘Risk Pack’ for the firm’s Investment Risk Committee

  • Contribute to the development of quantitative risk analytics and tools to strengthen the firm's risk management practice

  • Using the various risk systems available (BarraOne, Bloomberg, In-House), master security risk modelling

  • Model risk across all major asset classes as employed by the funds

  • Become a subject matter expert for the risk systems – be aware of their functionalities and become a “power-user”

  • Assist the Head of Risk in pre-trade security analysis / validation for newly structured products /instruments/funds

  • Assist the Head of Risk in preparing the investment risk analysis for the Investment Risk Committee

  • Help develop new and appropriate risk metrics/tools to actively monitor/analyse risk in the funds

  • Learn an appropriate programming language to help automate the data analysis and data processing

  • Undertake any other tasks from time to time as requested by your line manager (such as ad-hoc risk analysis, regulatory risk filings, etc.)

  • Subscribe to the firm’s Mission and Tenets and TCF (Treating Customers Fairly) initiative

 

Skills & Experience

  • Strong data analysis skills, with the ability to support them with solid statistical /econometric foundations

  • Ability to work with a high volume of data, while maintaining attention to detail

  • Lateral thinker with an enquiring and curious mind, willing to learn new skills and adapt to new tasks

  • Strong computer skills and a keen interest in learning programming languages as required by the job

  • A strong academic background, likely in hard sciences (Engineering, Physics etc), is a pre-requisite

  • Keen interest in data analysis, econometric and statistical investigation

  • Advanced VBA knowledge is a pre-requisite: the successful candidate will have a proven record in VBA

  • Working knowledge of SQL would be greatly beneficial.

  • A background in numerical and/or economic investigation, combined with economic/statistical analysis highly regarded

 

Qualifications

  • MSc (or 1st Class BSc Hons) in a numerical subject is essential

  • FRM, PRMIA, CFA, CAIA, IMC qualification or part-qualification holder (or keen to study towards one of these)

  • A programming language certification is a ‘nice to have’, e.g. SQL or VBA

Ref: | Published: 10 Dec 2018