Senior Portfolio Risk Analyst

4 weeks ago


Henley on Thames, Oxfordshire, United Kingdom ENGINEERINGUK Full time
Job Description

We are seeking a highly skilled Senior Portfolio Risk Analyst to join our Global Performance Measurement Risk's (GPMR) team based in Henley-on-Thames. As a key member of our team, you will be responsible for supporting all internal partners through in-depth market and liquidity risk analysis and reporting.

Key Responsibilities:
  • Contribute to build and maintain a coordinated risk measurement infrastructure that reflects the EMEA risk monitoring needs.
  • Ensure risk measurement capabilities and outputs are continuously improved and adjusted based on the evolution of the regulatory, statutory, or corporate portfolio risk measurement requirements.
  • Monitor, analyse and report market risk, liquidity risk, leverage across all EMEA funds.
  • Provide comprehensive and high-quality portfolio risk measurement, analysis, and reporting.
  • 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.
Requirements:
  • Expert-level understanding of risk models and statistics (VaR, Volatility, Tracking Error etc.) and of liquidity risk models (MSCI Liquidity Metrics in particular).
  • Strong understanding of financial instruments at theoretical level incl.
  • Knowledge of SQL, Python and VBA is a must.
  • Ability to conduct complex analysis and present data in a meaningful way.
  • Open minded, flexible, and willing to listen for other people's opinions.
  • Interpersonal skills necessary to effectively communicate over the phone with a variety of individuals at all technical levels are required.
  • Degree or equivalent experience in Quantitative subject such as Statistics, Economics, Financial Engineering, Computer Science.
  • CFA, FRM or CQF would be a plus.
What We Offer:
  • A competitive salary and benefits package.
  • Opportunities for career growth and professional development.
  • A dynamic and supportive work environment.


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