Connecting to LinkedIn...

Investment Risk Manager, Portfolio Analytics

Information About This Job

Job Title: Investment Risk Manager, Portfolio Analytics
Contract Type: Permanent
Location: Edinburgh
Salary: Up to £60,000
Contact Name: Ben Kinley
Contact Email:
Job Published: over 2 years ago

Job Description

Investment Risk Manager, Portfolio Analytics


About The Company

The company invests in various asset classes, for numerous clients, from operations based in Edinburgh, the US and London, and has subsidiary operations in India and China. The Investment Risk Team is part of the Investment Governance Team, which is an integral part of the control environment. The team aims to ensure that the various investment teams throughout the company operate within constraints consistent with regulatory and client expectations, both in terms of performance aspirations and risk tolerances. 


About The Role

The Investment Risk Management team is broadly allocated into specialist functions. This role is for a Risk Manager in the Portfolio Analytics sub team.

The first key responsibility of the Portfolio Analytics team is the accurate and timely provision of market and liquidity risk reports for the company's portfolios. This enables the team to ensure that the company's portfolios are being managed with an appropriate level of risk, in line with client, regulatory and in-house expectations. 

The second broader responsibility of the team is in the provision of consultancy and reporting services across the wider business for risk and portfolio analytics information. This ensures appropriate, consistent and accurate delivery of portfolio analytics across the firm and for external distribution. 

The third responsibility of this team is to enhance the use of risk analytics tools across the company. This will enhance the company's existing investment processes and provide a competitive advantage in client propositions. 

The appointee will work closely with the portfolio oversight risk managers, the portfolio management teams and the Global Client Group in the development and delivery of the team’s services.


Key Responsibilities

  • Work with key stakeholders within Investment Governance, portfolio management and the Global Client Group to understand their risk and portfolio analytics requirements.
  • Daily production of market and liquidity risk profiles of company portfolios, using a range of third-party and in-house developed models
  • Design, development and delivery of innovative solutions, including portfolio construction tools, which enhance the use of risk analytics within the company's investment process (potential outcome dependant on skills sets)   
  • Effective representation of the Investment Risk Management team in risk-focussed discussions across the company 
  • Liaison with internal and external data providers to ensure accurate and complete data feeds into our risk models
  • Focus on efficiency, scalability and continuous improvement to ensure our risk analytics processes continue to add value.
  • Timely reporting of risk information for regulators, clients, internal customers, boards and committees
  • Establish and maintain robust controls and documentation around the risk measurement processes
  • Contribute as required to the broader investment governance activities. 


Skills, Knowledge & Qualifications

This role will suit a risk management professional with strong programming background looking to advance their career or a programmer who would like to apply their skills within a risk management environment.  

  • Essential
    • Undergraduate degree, ideally in a numerical discipline with a significant computing programming component
    • Demonstrable work experience from within the asset management industry 
    • Understanding of investment risk techniques such as VaR
    • Knowledge of securities/financial instruments 
    • Advanced Excel
    • Strong numeracy skills and attention to detail  
  • Desirable: 
    • Experience in a risk or quantitative role
    • Understanding of risk factors and risk models  
    • Knowledge of portfolio and financial theory
    • Working knowledge of risk model(s): RiskMetrics, APT, UBS Delta
    • Working knowledge of investment systems: Bloomberg, Factset, Datastream 
    • IMC/CFA/PRM would be advantageous
    • Programming skills: VBA, SQL Server, 
  • Skills:
    • Accuracy & Numeracy 
    • Analytical 
    • Customer Focus
    • Planning & Organisation 
    • Willingness to take responsibility 
    • Good communication skills
    • Team spirit and desire to work as a part of a team 
    • “Can-do” attitude
    • Ideation and creative thinking


Candidate Specification

  • Customer Focus – works hard to understand the needs of internal and external customers and tailors approach appropriately. 
  • Preference for action – is proactive and takes the lead in identifying information and opportunities for building positive relationships with key customers. 
  • Achievement Drive – is motivated to get results and is driven to ensure potential of self 
  • Teamwork – will support others and will build relationships with colleagues within and out with immediate business area. 
  • Communicating and Influencing – enthusiastic when dealing with others and listens to customer needs. Takes steps to build rapport and to maintain ongoing contact with internal colleagues. Uses a range of influencing tools and techniques to persuade others to act. 
  • Information Gathering – works hard to collate information to ensure full picture is understood and decisions can be made. Identifies a range of relevant sources for obtaining information. Must be able to spot trends and anomalies in data. 
  • Professionalism and Business Integrity – is open and honest when dealing with others and presents the company in the best way possible. 
  • Creative and Innovative Thinking – considers innovative ways to obtain and present information to customers. 
  • Tenacity/Resilience – Sees barriers as a challenge and will identify ways to overcome challenges. 

Share This Job

Similar Jobs

Published: 22 days ago
Published: 22 days ago
Published: 22 days ago
Published: 22 days ago
Published: about 2 months ago