Hedge Fund Investment Risk and Portfolio Analyst

2 weeks ago


London, United Kingdom eFinancialCareers Full time

At Aurum Research, we understand creating a culture of equality isn’t just the right thing to do, it’s also the smart thing. Diverse companies are more innovative and better position to succeed. Everyone is welcome - as an inclusive workplace, people canbe themselves in an environment that both supports and includes them.

**Investment Risk and Portfolio Analyst**

**Main Duties and Responsibilities**

**Investment research and risk analytics**
- Perform independent analysis of hedge fund investments with detailed analysis on (but not limited to) exposures, performance, market risk and liquidity.
- Perform additional risk analytics on proposed investments during the investment due diligence process.
- Perform investment due diligence on new funds and assist with the monitoring of invested funds.
- Contribute to the production of external performance commentaries, industry/strategy ‘deep dive’ analysis, top-down strategy analysis/review and thought-pieces.
- Attend industry conferences and meetings with hedge fund managers with periodic international travel including summarising and communicate key details to the research team. Assist in the development/evolution of the hedge fund due diligence process, includingcontributing to in-house proprietary tool/systems development.
- Support Aurum Research’s efforts to further incorporate ESG into the investment research process.

**Requirements**:

- Relevant degree and/or MSc in numerical or economics related degree such as Economics, Quantitative Investment Risk Management, Actuarial Science, Mathematics, Statistics, Physics, Data Science.
- Strong IT background with experience in SQL, VBA, Python, C# and/or R.
- Preferable knowledge in pandas/numpy/Tensorflow
- Experience with risk analysis tools such as RiskMetrics, Factset, or factor-based risk models.
- Cultural fit: self-motivated, proactive, enjoys collaboration and working as part of a team as well as building an industry network.

**Working hours/location**
- South Kensington.
- Normal hours: 09:00 - 17:30
- Hybrid working arrangement: Currently all employees work 3 days in-office, 2 days from home.

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