Quantitative Risk Analyst - Ref: AB13142

An exciting opportunity has arisen within this highly regarded boutique Asset Manager for Quant Risk Analyst to join to join the broader Risk & Compliance team. The successful candidate will help to ensure that the firm has robust quantitative risk governance, policies, procedures and processes in place.

Roles & Responsibilities

  • Day to day risk control responsibilities including, but are not limited to, periodic risk report production and investigation of out of tolerance metrics such as Value-at-Risk, Tracking Error, Beta, credit ratings, rates and credit sensitivities.

  • Use of third-party risk models as well as well as tools developed internally to provide insight on risk exposures.

  • Develop risk modelling methodologies. This may require the analyst to manually build reports or prototypes to provide proof of concept before tools are implemented in the production environment.

  • Communicate methodologies and results within the Risk team and prepare presentation material to governance forums such as the Risk Committee or Fund Board.

  • Interact with Portfolio Managers, Traders and Analysts as needed to understand risk appetite, refine analyses and communicate important findings.

  • Perform stress-tests both on asset management portfolios and the treasury desk book.

  • Assist the Risk team in providing accurate regulatory reporting (e.g. Capital and Liquidity Adequacy for the bank division and AIFMD for the asset management division) as well reports requested by clients.

  • Assist the Risk team in writing and presenting the Risk framework, policies and procedures and answering clients or prospective clients’ requests

Experience & Qualifications

  • Knowledge of money markets, FX, rates and credit derivatives, and fixed income instruments. Knowledge of equities advantageous but not required.

  • 3 to 5 years’ experience within financial services (ideally a bank or asset manager) and knowledge of the products traded by a treasury desk is essential.

  • Graduated with a degree in a numerical subject.

  • Experience with portfolio analytics software (e.g. Bloomberg PORT, APT, RiskMetrics, Aladdin).

  • Highly numerate, good understanding of mathematical / statistical concepts.

  • Programming skills (VBA, SQL, MATLAB, R or Python) preferred.

  • Experience with multi-factor risk models (e.g. Axioma, APT, Barra) preferred.

To hear more about this exciting opportunity, please contact Alex Brown on alex@meredithbrown.com 

Please note: that due to the high volume of applicants responding to our adverts we are regrettably not able to feed back on all applications; only successful candidates will be contacted.