Senior Portfolio Risk Analyst
4 weeks ago
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.
- 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.
- A competitive salary and benefits package.
- Opportunities for career growth and professional development.
- A dynamic and supportive work environment.
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