Investment Risk Analyst

  • £80,000
  • London, England, United Kingdom
  • Permanent, Full time
  • Eximius Finance
  • 13 Mar 19

My client, a large private pensions fund are looking to hire an Investment Risk Analyst to join their team in London.

Responsibilities:

  • 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

 

Essential Requirements

  • 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