Risk & Performance Analyst (Multi-Asset)

Mason Blake; London; On-site; GBP 100,000 - 125,000; Full time

Job summary

An established industry player seeks a Risk & Performance Analyst to lead investment risk analysis and performance calculations. In this dynamic role, you will calculate performance returns, provide attribution analysis, and assist in risk-related tasks such as VaR and stress testing. This position offers a unique opportunity to work closely with portfolio managers and the IT department to streamline data processes. If you have a strong background in performance analysis and are looking to advance your career in a supportive environment, this role is perfect for you.

Qualifications

• Proven experience in performance calculations and attribution.
• Strong knowledge of Excel, preferably with VBA.

Responsibilities

• Calculate performance returns across all asset classes daily and monthly.
• Provide attribution analysis to explain portfolio returns.

Skills

Performance Calculations

Performance Attribution

Excel

Communication Skills

Investment Risk Analysis

Tools

Factset

Job description

Risk & Performance Analyst (Multi-Asset)

Job details

Location: London

Date Posted: 22 February 2022

Category: Investment

Job Type: Permanent

Job ID: [Job ID]

Description

Our client is a global player within the investment management sector. Due to continued company growth and success, they are now looking to recruit a Risk & Performance Analyst to join their high performing team.

Taking the lead on analysing investment risk and performance related material, the Risk & Performance Analyst will assume the following remit:

1. Daily and monthly calculation of performance returns across all asset classes.
2. Providing full attribution analysis to the portfolio managers to explain any difference between the returns of the portfolio and the benchmark.
3. Providing other portfolio data as required by the portfolio managers allowing them to approve the performance returns.
4. Retrieving and providing performance and characteristic data to the reporting team.
5. Ad hoc and RFP preparation.
6. Assisting the Investment Risk Manager in risk related tasks such as VaR, stress testing, scenario and sensitivity analysis, ex-post and ex-ante risk, liquidity risk, P&L analysis, exposure by long short and cap analysis, contribution and attribution reporting and style bias, being able to articulate and explain complex concepts to both a technical and non-technical audience.
7. Developing and reconciling fixed income portfolios.
8. Liaising with the IT department to identify automation of system feeds, streamlining the data collection process.
9. Providing and presenting quantitative and qualitative support.

The Risk & Performance Analyst will meet the following criteria:

1. Proven experience in performance calculations and performance attribution.
2. Strong knowledge of Excel (VBA preferred).
3. Working knowledge of Factset highly desirable.
4. Ability to communicate effectively at all levels both internally and externally.
5. Ability to interpret and articulate investment performance, attribution and ex-post risk results for a diverse range of portfolios to clients.
6. Understanding of performance and attribution product trends, including GIPS.
7. Knowledge of fixed income is highly advantageous.

This is an excellent opportunity for a Risk & Performance professional looking to excel in their career.

If you believe your background meets the criteria, please apply with your CV.

Mason Blake acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. Mason Blake is an equal opportunities employer and welcomes applications regardless of sex, marital status, ethnic origin, sexual orientation, religious belief or age.

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