Investment Risk Developer
SKILLS
FULL DESCRIPTION
Location: London
Salary: Competitive + Benefits
Contract Type: Permanent
About The Role
Purpose: Work within the Investment Risk team to help [Employer hidden — sign up to reveal] multi-asset funds and model portfolios stay within investment risk parameters and deliver strong risk-adjusted returns. Maintain and develop the investment risk databases, dashboards, models and oversight processes. Work alongside the investment team and wider business to provide excellent analytics. Use coding skills and develop investment risk knowledge with support for professional exams (e.g. FRM or CFA) including use of Bloomberg terminal and risk models.
Responsibilities:
- Run and develop the daily investment risk oversight process.
- Escalate breaches or warning flags that may arise in the daily trading of the multi-asset class UCITS funds, to the risk and investment team in a timely manner.
- Investigate risk exposures and trends, including Market, Liquidity, Derivatives, and Counterparty risks.
- Maintain the risk database and oversight tasks including automating workflows, improving data quality and building scalable reporting solutions using Python and SQL.
- Maintain the internal Liquidity stress testing and ESG risk models.
- Update and improve the risk modelling of securities including liquid alternatives.
- Master knowledge of the Bloomberg terminal and portfolio risk system and its functionalities, including best practices in risk models, and analytics.
- Develop investment risk management and coding knowledge through professional exams and training.
About You
Knowledge:
- A good academic background, likely in hard sciences (Engineering, Physics, Maths etc).
- Strong working knowledge of Python, primarily for data analysis and process automation.
- Working knowledge of SQL and experience working with databases would be an advantage.
- Data analysis, statistical investigation, and quantitative techniques.
- Basic understanding of investments, markets and risk management.
Qualifications:
- MSc or 1st Class BSc Hons in a quantitative subject would be preferred.
- A programming language certification is a ‘nice to have’ e.g. SQL or Python.
- Interest studying towards FRM or CFA professional qualifications is expected and will be supported.
Skills/Other relevant information:
- Strong programming, data analysis and problem solving with the ability to automate and improve existing processes. Attention to detail.
- Lateral thinker with an enquiring and curious mind, willing to learn new skills and adapt to new tasks.
- Initiative and drive to solve complex problems quickly. Proactive.
- A good team player and communicator, with integrity to do the right thing.
- Showcase [Employer hidden — sign up to reveal]'s Vision, Purpose, and Values behaviours.
About Us
Not Specified
[Employer hidden — sign up to reveal] is authorised and regulated by the Financial Conduct Authority, by the Jersey Financial Services Commission and the Guernsey Financial Services Commission. Member of the London Stock Exchange. Registered office: 55 Bishopsgate, London EC2N 3AS. Registered in England and Wales No. OC378740.