Market Risk Analyst

  • Negotiable
  • London, England, United Kingdom
  • Permanent, Full time
  • Taylor Root
  • 10 Nov 17 2017-11-10

My client, a reputable asset management company is looking for a market risk analyst to join their team based in London. This would be a good opportunity for someone from a risk analyst background who wants to step into a more quantitative/technical role. This role will be responsible for daily Market Risk monitoring, VaR reporting, liquidity Risk (PnL calculation, exposure), model validation and back-testing VaR models, cluster analysis, data scientist work (using algorithm to describe data).

Responsibilities

  • Understand in detail the Market risk exposures of the mandated funds, and working with managers closely to provide robust Market Risk Management, including detailed analysis of risk drivers, and positional transparency.
  • Production and monitoring of all regulatory risk numbers and production of all regulatory risk reports.
  • Understand the liquidity risks that the funds are exposed to and work with risk and IT teams to envisage putting in place a robust liquidity risk management and reporting process.
  • Build analytical tools required to ensure thorough analysis of funds' risk, which may include using data analysis tools as python or R.
  • Contribute to build a robust framework and tools to carry out independent model validation of the risk models and risk numbers provided by the official risk engine.
  • Manage the data exchange on Risk Metrics ensuring that the fund assets are correctly modeled and configured.
  • Understand critical fund data sets and structures and be able to manipulate and use within models as appropriate.

Requirements:

  • Ideally 2-3 years experience within Equity Risk. Factor model understanding an advantage
  • Bsc/Msc in Mathematics, Computational Finance or numerical subject
  • Familiar with one of the Object Oriented Programming languages (R/Python/C#/Java/C++) to a sufficient standard to provide data analysis.
  • Working knowledge of SQL
  • Ability to work accurately and achieve operational goals under the pressure of tight deadlines.
  • Strong analytical, quantitative and problem solving skills
  • Personal Attributes
  • Strong numerate and analytical ideas.
  • Excellent communicator, both written and orally. Able to explain complex problems in a simplified way.
  • Pro-active in client relationships, innovative thinker, energetic and well organised.
  • To be self-motivated to work individually as well as having a strong ethic as a team player.
  • Ability to display initiative. Ability to influence others whilst maintaining excellent interpersonal relationships.
  • Professional and responsible approach to the working environment.
  • Flexible and adaptable.

Please send your CV to phoebecheung@taylorroot.com

Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.