Investment Risk Analyst / Developer (contract)

  • Competitive
  • London, England, United Kingdom
  • Contract, Full time
  • BMO Global Asset Management
  • 17 Jan 18 2018-01-17

BMO Global Asset Management is among the broad range of highly diversified financial services provided by BMO Financial Group – which was established in 1817, as Bank of Montreal. Our innovative financial services are available throughout North America and across the globe.

Summary of role
We are currently looking for an Investment Risk Analyst / Developer to join a team of five to further expand and deepen the investment risk oversight function in its core task of modelling, monitoring, reporting and controlling investment risks as they arise within and across mandates and portfolios, specifically to assist with the necessary IT development to support this requirement.

Key responsibilities

  • Primary focus on automation and internal system development
  • Contribution to ongoing investment risk oversight of funds across asset classes
  • Effective interaction and dialogue with investment desks 
  • Potential to participate in performance and risk review committees

Key skills required

  • Coding ability required – e.g. T-SQL, VB, Matlab, Python, etc.
  • Broad knowledge of asset classes and markets including FX, equity, fixed income, credit, etc. – familiarity with LDI market and structures beneficial
  • Understanding of risk models and their shortcomings through standard third party implementations – any of APT, Point, Barra, Riskmetrics, etc.
  • Awareness of regulatory landscape (AIFMD/UCITS) 

Principal internal / external contacts

  • Investment risk oversight team members
  • IT and operations
  • The wider risk, compliance and product management group(s)
  • Investment desks and fund managers
  • Vendors and outsourced services providers

If you are interested in this opportunity and meet the requirements, please apply here submitting a copy of your CV. 

Deadline for applications is 1 March 2018