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Investment Risk & Performance Analyst

Job Seekers United Kingdom Risk Management

Job Summary

  • London
  • Permanent
  • BBBH767426
  • Oct 01, 2020
  • Competitive
Job Description

Boutique asset manager seeks a Risk and Performance Analyst as part of its expanding risk function.

Main Function

Prepare standard and ad-hoc performance, attribution and risk reports on a regular basis to support investment management, business development, and client reporting.

Prepare firm-wide performance data, risk analytics and other management information to support senior management.

Maintain the data integrity of the core performance, attribution and risk systems.

Help improve and automate existing reports and processes through programming and effective use of technology.

Help design, develop, and implement new analytical tools to help monitor and explain performance, attribution, risk and other characteristics of portfolios.

Key Responsibilities

Time%

1.

  • Preparing standard performance, attribution and risk reports on a regular basis

20%

2.

  • Preparing ad-hoc performance, attribution and risk reports on request

30%

3.

  • Maintaining the data integrity of the core performance, attribution and risk systems

20%

4.

  • Improving and automating existing processes

20%

5.

  • Developing new tools and reporting

10%

Education and Qualifications

Essential

Desirable

  • Degree level or equivalent in a numerate subject
  • Further qualifications in financial or quantitative subjects (e.g. IMC, FRM, CFA, etc.)

Relevant Knowledge and Experience

Essential

Desirable

  • 2+ years relevant experience within finance/investment management
  • Knowledge of performance and risk analytics for equity and multi-asset portfolios
  • Knowledge of performance and attribution calculations for equity and multi asset portfolios (e.g. Brinson models, etc.)
  • General knowledge of financial markets, the investment process, and financial instruments
  • Good knowledge and understanding of investment accounting and investment data, including accounting systems
  • Knowledge of risk modelling techniques (multi-factor risk models) for equity and multi asset portfolios
  • Knowledge of GIPS
  • Some familiarity of financial statements, financial ratios, other investment analytics helpful but not essential

Skills & competencies

Essential

Desirable

  • Highly numerate and analytical
  • Highly proficient with technology
  • Organised, methodical and detail-oriented
  • Ability to work in a small dynamic boutique environment (independent, self-starter, pro-active, team-player)
  • Intellectually curious

Software Programmes

Essential

Desirable

  • MS Office (especially Excel)
  • R / Python (or equivalent to demonstrate ability in programming for data analysis)
  • Good understanding of OMS / IBOR systems
  • Experience using an equity performance and attribution system (e.g. BISAM, Sylvan, Statpro, Eagle, Factset, etc.)
  • Factset (especially PA3 for attribution analysis)
  • Lipper
  • Advanced R / Python (for data analysis)
  • Good working knowledge of SQL databases
  • Eze PMA (IBOR)
  • Experience using an equity risk system (e.g. Barra, Northfield, Axioma, etc.)

Main Working Contacts

  • Investment team
  • Business Development team
  • Operations / Dealing team
  • Compliance / Legal team
  • External software vendors

Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.

BY APPLYING FOR THIS ROLE YOU ARE AGREEING TO OUR TERMS OF SERVICE WHICH TOGETHER WITH OUR PRIVACY STATEMENT GOVERN YOUR USE OF MORGAN MCKINLEY SERVICES.

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Consultant Details

Consultant Details

Alex Riedl
Alex Riedl
  • Principal Consultant
  • + 44 20 7092 0103
  • ariedl@morganmckinley.com