Risk Analyst

A leading European Investment manager with around 1 trillion assets under management are seeking a Senior Risk Reporting Analyst to join their London Investment Risk team.

Responsibilities:
• Design and maintain a scalable and effective process around the calculation of risk ratings and indicators; including data feeds, definition of appropriate measurement methodology and calculation solution.
• Maintaining a strong working relationship with third-party systems and data providers and knowledge of their products and development plans.
• Assist with developing/maintaining the regulatory risk reporting, especially in relation to LGIM’s AIFMD and UCITS funds.
• Provision of regulatory risk reports and portfolio risk data to support on-going and ad hoc regulatory reporting.
• Provision of risk ratings for absolute return and benchmark funds and oversee third party providers of such services.
• Timely escalation and resolution of risk issues.
• Assist with independent risk oversight for specific funds/businesses – maintaining a detailed understanding of underling positions, risk drivers, performance outcomes and market dynamics/volatility.
Experience/ skills required
• Sufficient understanding of VaR, risk sensitivity and stress scenarios.
• Knowledge of ex-post risk measures especially for UCITS funds (Volatility, SRRI).
• Minimum 3 years of risk management experience or similar.
• Basic knowledge and understanding across a range of markets and products including derivatives.
• IT literate (experience using VBA, SQL etc an advantage).
• Understanding of third party risk and performance data services.
• Extensive knowledge of regulatory reporting requirements with regards to investment risk: exposure, leverage, volatility, stress testing, liquidity profile across multiple regulatory regimes (UCITS and AIFMD in particular).
• Excellent interpersonal skills – including verbal and written communication skills.