Senior Quantitative Risk Analyst - Financial Services - London

Job Title: Senior Quantitative Risk Analyst - Financial Services - London
Contract Type: Permanent
Location: London, England
Salary: £50000.00 - £60000.00 per annum
Reference: BBBH17560_1517253247
Contact Name: Charlotte Emms
Contact Email:
Job Published: January 29, 2018 19:14

Job Description

Twenty Financial Services are currently recruiting for a Senior Quantitative Risk Analyst for an Asset Management Firm based in London

Working primarily within the equities and multi-asset business areas, this person will be tasked with the production of timely metrics for the measurement of risk management within the funds


Production of timely metrics for the measurement of risk management within the funds based on business requirements; monitoring fund risk and performance across market risk and model validation, liquidity risk, exposures, risk compliance, the Key Investor Information Document (KIID) and the Synthetic Risk and Reward Indicator (SRRI) calculations

Production of investment and regulatory risk reporting as well as analysis on the balance or risk in relation to the performance within funds

Provision of reports (physical, electronic or data feeds) to the Investment Management teams, other risk teams, Marketing, Sales and Compliance teams

Development of prototypes of value added customised reports for clients through collaboration with IT teams or independent work

Working closely with the Front Office in the development and distribution of modelling tools and techniques for the enhancement of risk management of funds and fund performance

Examining the market risk exposures of funds; collaborating with investment managers to provide detailed market risk management, comprising of in depth analysis of risk drivers and positional transparency

Provision and monitoring of regulatory risk numbers

Examining the liquidity risk exposures of funds to provide advanced liquidity risk management

Development of analytical tools necessary to analyse funds' risks using Python or R.

Contribution to the development of an effective framework and robust tools for the independent model validation of the risk models and numbers as provided by the risk engine

Management of the data exchange between the firm and RiskMetrics; ensuring that fund assets are effectively modelled and constructed in RiskMetrics

Modelling critical data sets and structures of funds

Required Skills

Degree in a quantitative discipline

Previous asset management or hedge fund experience

Investment or Equity risk experience

Experience of multi-asset environments (equities as a focus)

Outstanding programming skills in R, VBA, PL-SQL and Python

Factor based risk analysis experience; strong experience with fundamental factor models (equity focus) and full valuation based risk analysis

Experience in the implementation of factor based performance and risk attribution frameworks

Experience with Bloomberg PORT, BarraOne (BDT/BDTi), FactSet and RiskManager

Extensive knowledge of pricing models and related data requirements

Knowledge of databases and processes in order to create scalable analytics workflows

Business specifications and workflow documentation experience