Risk Analyst

4 weeks ago


London, Greater London, United Kingdom Aspect Capital Full time
Aspect Capital is a leading hedge fund based in central London. Aspect applies a quantitative and systematic approach to investment management that is heavily reliant on technology.

We are looking for someone to join our Risk team to assist with and in time take on more responsibility on all facets of Aspect's market and investment risks.

Your responsibilities

You will work on all aspects of Market and Investment risk, including:
  • Day-to-day monitoring of a comprehensive set of risk metrics for all of Aspect's portfolios
  • Monitoring the integrity of Aspect's market-facing business processes, including algorithmic execution
  • Setting up risk monitoring tools and adapting pre-existing ones to meet the changing requirements of the firm's research team, Investment Committee, investors and regulators
  • Developing new risk metrics and systems to enhance Aspect's suite of risk monitoring capabilities and coverage
  • Escalation and detailed analysis of any issues arising
  • Presentation and explanation of risk analysis to other internal teams, including Compliance, Research and Investor Relations teams and senior management
  • Understanding the usual behaviour of Aspect's trading strategies and therefore being able to identify potential risks and carry out detailed analysis of them
  • Assisting with the performance monitoring of trading strategies and portfolio performance analysis.
    The main responsibilities of the role will initially be on the risk monitoring side, but there will also be significant exposure to Aspect's trading strategies, research team and Investment Committee, and the opportunity to assist with the risk review of new trading strategies and system enhancements. For the right candidate this role could over time become involved in portfolio construction and allow for future development towards the strategy research and investment processes.

    Your experience
    • 2-5 years of experience, probably in a traditional risk role at an Asset Manager, or in a risk, or quant structuring, role as part of a multi asset/cross product team
    • Strong programming ability, in a language such as Python or MATLAB
    • Familiarity with SQL databases and queries and reporting tools such as Microsoft's PowerBI would be a bonus
    • A good understanding of financial markets, ideally including futures and other exchange-traded derivative markets across multiple asset classes
    • A top class undergraduate degree in a numerate discipline, e.g. physics, mathematics, statistics or engineering

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