Quantitative Risk Analyst, Fixed Income Asset Manager, London Quantitative Risk Analyst, Fixed Income Asset  …

Non-disclosed
in London, United Kingdom
Permanent, Full time
Last application, 06 May 21
£competitive
Non-disclosed
in London, United Kingdom
Permanent, Full time
Last application, 06 May 21
£competitive
Our client is a growing boutique Asset Management business focused on fixed income and ETFs. They are looking for a high mathematical and technical individual with a background in quantitative finance and proven experience of programming to analyse performance and risk of their funds and help implement tools across the business. The role will report directly to the CIO and have exposure to the CEO and other senior members of the investment team.

 

Responsibilities 

  • Working closely and supporting the investment risk team, developing and implementing risk tools and reporting frameworks 
  • Reviewing risk reports and providing detailed risk analysis for new funds and strategies.
  • Detailed analysis of historical performance and risk
  • work closely with the product management team on the launch of new products through the testing of predictive models on historical data.
  • Bulls and implement automation tools to support other areas of the business such as Operations, Trading and Sales. 
  • VaR Stress testing 

 

Requirements

  • Excellent academic qualifications with a masters in  finance or other quantitative related field. 
  • Minimum 5 years experience in a quantitative risk role at another leading asset manager 
  • Strong understanding of fixed income 
  • Strong understanding of Liquidity risk, counterparty risk
  • Strong understanding of derivatives and derivative pricing including total return swaps
  • Experience working with fund and product development teams and an understanding of UCITS and QIAIF funds.
  • Advanced quant and programming skills and direct experience creating and implementing automation efficiencies 
  • Advanced PYTHON, SQL 
  • Advanced Excel and VBA 

 

 

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