Global asset management firm seeks an Investment Risk Analyst to provide support to the Risk Team across all aspects of risk oversight and reporting.
Provide support to the Risk Team across all aspects of risk oversight and reporting.
* Prepare analysis and insights to present on portfolio risk to the quarterly investment reviews for each allocated investment strategy. Including bespoke analytics and deep dives on relevant issues. Coordinate with the Investment Director, Senior Fund Manager(s) and Head of Risk on any agreed action points and / or additional analysis following each meeting.
Day to day implementation of the UK and Irish Liquidity Risk Framework using MSCI LiquidityMetrics and associated BI Tool. Including oversight of liquidity bucketing, stress testing, alerts and escalations. Work with the Risk team to deliver regular reports to strategy reviews.
* Coordinate with the Portfolio Risk team on the production and delivery to relevant governance forums of the quarterly Liquidity Risk Report.
* Day to oversight of the US Liquidity Risk Framework using the ICE system. Including oversight of liquidity bucketing, alerts and escalations. Work with Risk team on the preparation and presentation of monthly US liquidity committee reports and quarterly board reports.
* Coordinate with the Risk team on the ongoing development of new dashboards, data visualisations and analysis utilising the BI tool. * Work with the Risk team to manage the Risk Team Inbox and coordinate responses to queries from across the firm. * Liaise with external providers of portfolio risk analytics, namely Style Research, Factset and MSCI.
Work with the Risk Associate to ensure timely preparation, loading and reconciliation of system data, where required. Troubleshooting any issues in analysis and coordinating external monthly update meetings. * Administration of MSCI ESG analytics including the provision of fund level and company specific level reporting for quarterly portfolio reviews, fund managers, Sales and Client Services. * Maintain bespoke and ad hoc charts and other analytics supporting Fund Manager and Senior Management presentations.
* Assist the Risk team in the production of monthly executive summaries relating to fund performance & portfolio risk for US Risk Committees. * Work with the Risk Associate on the timely collation of Risk Reports for quarterly portfolio reviews.
Assist the Risk team in the ongoing assessment of the risk and controls identified in the Operational Risk Framework in relation to Risk activities. * Provide timely analysis/calculations in support of relevant ICAAP risk scenarios. *
Candidates should be able to demonstrate: * Initiative in managing their responsibilities and in driving forward the systems and analysis utilised in portfolio risk oversight. * A result orientated and organised approach to work. * A commitment to continuous learning and personal development. * Can apply key skills and experience to solve problems. * A helpful and collegiate attitude to colleagues across the firm.
Key Skills * Detailed working knowledge of the Factset platform (ideally) or similar systems. * Detailed knowledge of factor risk modelling and stress testing, including their limitations and shortfalls. * Ability to communicate complex risk modelling techniques in an understandable manner. * Experience in coding required (R, VBA, SQL, Python) * Advanced Excel to macro. * Experience in BI tool utilisation (ideally Tableau, Domo) * Equity experience required, multi-asset experience beneficial. * An understanding of the regulatory environment and horizon relating to risk oversight.
Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.