Portfolio Risk Analyst

Recruiter
Meraki Talent
Location
Midlothian
Salary
Competitive
Posted
04 Aug 2017
Closes
15 Aug 2017
Sectors
Accountancy
Contract Type
Permanent
Hours
Full Time

The wider Portfolio Risk Team is responsible for the following:

  • Monitoring mandate compliance to ensure breaches are correctly identified and where practicable forewarned to reduce breach incidence
  • Modelling and monitoring market related risks (e.g. VAR, volatility, tracking error, risk decomposition, liquidity) across portfolios to support investment decision making and front office oversight
  • Providing quantitative and qualitative input when requested e.g. Production of risk reporting and analysis, assessment and validation of derivative valuation methodologies, model validations
  • Ensuring the firms products comply with relevant regulatory requirements including UCITS and AIFMD

Responsibilities of the Portfolio Risk Analyst:

  • Generating and developing risk reports from the firm's risk analysis systems for the Risk Oversight meetings and to meet regulatory requirements
  • Verifying that data in the risks systems is set up and maintained correctly and that model and report results are as expected
  • Engaging with portfolio managers to provide and develop risk reporting and analysis suitable for their portfolios
  • Monitoring and controlling pre-and post-trade mandate compliance using the firms order management system (Think Folio)
  • Analysing portfolios' risks to support front office decision making, product development, sales strategy and client servicing activities
  • Performing ad-hoc risk analysis projects as required by prospects, clients, front office and other internal users

Background of the Portfolio Risk Analyst:

  • Educated to degree level in a quantitative or mathematical discipline
  • Sound knowledge of financial markets and investment instruments including derivatives is desirable
  • Knowledge and understanding of relevant legislation including UCITS and AIFMD is preferable
  • Strong communication and interpersonal skills and excellent problem solving and analytical capabilities
  • Proficiency with Microsoft Office, including strong Excel skills
  • Willingness to pursue CFA, PRM or FRM qualifications
  • Programming skills are desirable (VBA and Matlab)

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