Senior Investment Risk Analyst

JR United Kingdom; Bristol; On-site; GBP 60,000 - 80,000; Full time

Job summary

A leading and global asset management client is seeking a Senior Risk Analyst to support multi-strategy, multi-asset portfolios. The role requires a quantitative mindset, programming skills, and solid knowledge of risk models. Candidates will work with Portfolio Managers to ensure effective portfolio management and contribute to the development of risk analytics.

Qualifications

• Degree educated or equivalent in Quantitative Finance or Statistics.
• Experience in investment risk or front-office risk management.
• Good understanding of risk models and derivatives.

Responsibilities

• Design processes for timely risk analytics.
• Analyse risk attribution for portfolio managers.
• Collaborate on fund structuring and portfolio optimisation strategies.

Skills

Quantitative skills

Communication

Interpersonal skills

Education

Degree in Quantitative Finance or Statistics

Tools

Excel

Python

SQL

Job description

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Paritas is aligned with a leading & global asset management client who is seeking a Senior Risk Analyst to support across multi-strategy, multi-asset portfolios. The nature of the role demands a quantitative mindset, programming ability, and good knowledge of factor models and derivatives. You will possess good communication and interpersonal skills, a good understanding of risk models and different investment processes, combined with self-sufficiency and initiatives.

You will:

• Design processes to ensure that accurate risk analytics are available on a timely basis.
• Analyse risk attribution reports for use by the Portfolio Managers, Head's of, Asset Class Heads, and other interested users of the data, such as senior management, board directors, marketing, and compliance.
• Work with Portfolio Managers in regular risk review meetings, as well as off-cycle focus discussions, covering all aspects of investment risk, performance and other relevant metrics to ensure portfolios are managed in the client’s best interest.
• Partner with investment teams on fund structuring and portfolio optimisation strategies.
• Respond to direct requests from Portfolio Managers and proactively interact with them.
• Contribute to the development of portfolio risk analysis, enhancing existing risk modelling and analytics while determining creative approaches to decompose risk and performance or create new, insightful analysis on funds.
• Collaborate with Technology and external vendors in streamlining systems and workflows and drive efficiency

Must have skills:

Experience:

• Degree educated or equivalent in a relevant subject e.g. Quantitative Finance, Statistics
• Background is investment risk, quantitative finance, or front-office risk management

Technical:

• Experience across multiple asset classes (e.g. equities, commodities, fixed income, rates, currencies), with good understanding of risk and return profiles in at least 2 of these areas, and the ability to quickly become proficient in others as required.
• Strong knowledge of derivatives (types, valuation and pricing, and risks)
• Strong knowledge of risk models, with a focus on factor models
• Strong quantitative skills, including Excel, Python, and SQL for risk analytics and data processing
• Strong understanding of risk concepts, stress testing and scenario analysis