Bruin
Senior Risk Analyst
London, United Kingdom
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Ref: 38687
Leading Investment Manager seeking a Senior Risk Analyst to join their Risk Measurement team in London.
Key Responsibilities
- Support the building and then maintenance of an integrated risk measurement infrastructure that reflects EMEA risk monitoring needs
- Provide comprehensive and high-quality portfolio risk measurement, analysis, and reporting
- Ensure risk measurement capabilities and outputs are continuously improved and adjusted.
- Monitor, analyse and report market risk, liquidity risk, leverage across all EMEA funds
- Collaborate with the global Risk Measurement teams as well as the other Investment Risk functions to improve the efficiency and effectiveness of the global platform
- Provide expert support to all stakeholders in research/quantitative/qualitative analysis of portfolios
- Provide expertise in terms of local products, investment processes, trading strategies, market characteristics
Skills/ Experience Required
- Expert-level understanding of risk models and statistics such as VaR, Volatility, Tracking Error etc.
- Deep understanding of liquidity risk models (MSCI Liquidity Metrics in particular)
- High level understanding of financial instruments at theoretical level incl. pricing methodologies for derivatives
- In-depth knowledge of MSCI RiskMetrics and strong Bloomberg knowledge
- Knowledge of SQL, Python and VBA is essential. BarraOne, Blackrock Aladdin, Axioma desirable.
- MSc in Quantitative discipline preferred
- Relevant Risk and Investment qualifications ideal, not essential (CFA, FRM)
Bruin recognises the positive value of diversity, and aims to promote equality and challenge unfair discrimination. As a champion of equal opportunity employment we welcome applications from all suitably qualified persons – men and women, people of all ages, sexual orientations, nationalities, religions and beliefs. We particularly encourage applications from women, disabled, and Black, Asian and minority ethnic candidates as these groups are underrepresented throughout the financial services industry. Our clients work with us because they value a diverse workforce, and subscribe to our shared principle that all appointments are made on merit and that ability to perform the job will be the primary consideration.