Risk Analyst - London, United Kingdom - eFinancialCareers

eFinancialCareers

Verified Company

London, United Kingdom

1 week ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

We are currently recruiting a
Risk Analyst for our London office to help with the development of in-house risk models, integration of third-party tools, and identifying investment risk.

Core objective of the role

This role will focus primarily on project work and coding and will be responsible for implementation of risk management policies and monitoring procedures so that the business maintains an adequate level of control, meets regulatory requirements and is awareof any breaches on a timely basis.

The team's headline responsibilities include stress testing and scenario analysis of Ruffer's holdings, liquidity risk, collateral and credit risk, pricing, derivative exposure monitoring and trade approvals.

Role Summary

Day-to-day responsibilities:
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Investment risk:

Preparation, reviewing and compiling of predictive and historical scenario analysis according to in house proprietary risk model.
Development of the inhouse risk management toolkit, including predictive scenario analysis system, stress testing, margining and exposure, factor exposure, etc.
Monitoring of global exposure, VaR, potential exposure, liquidity and counterparty risk management to measure investment and counterparty risk and comply with regulatory and internal limits.

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Collateral management oversight:

Monitoring of collateral exposure to check that our OTC positions are correctly covered via initial margin and variation margin. Including raising issues or breaches to the appropriate persons

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Derivatives pricing oversight:

Monitor daily independent derivative pricing verification through quantitative PNL analysis, and manage derivative trade population in valuation platform.
Resolve pricing discrepancies between our price, counterparties and administrators

Skills, knowledge, experience and qualifications:

Strong mathematical and analytical skills applied to finance and statistics, including the ability to analyse and summarise complex information
Proven ability to code in Python
A practical knowledge of derivatives, their risk drivers and the models used to price them
Interest in financial markets and understanding of relevant asset classes
Knowledge of Bloomberg and/or Aladdin a plus
A good understanding of the current regulatory environment a plus

Ruffer operates a 60:40 hybrid working policy, 60% of working time from the office and the option to work the remaining 40% from the office or at home.

ABOUT US
Ruffer's single investment strategy is defined by two simple investment objectives:

Not to lose money in any 12-month period
Generate returns meaningfully ahead of the return on cash

ALL-WEATHER INVESTING
We aim to deliver positive returns come rain or shine. If we are to be good all-weather investors, we cannot be dependent on the direction of markets. To avoid that dependency, we always hold investments in what we call growth and protection. We hold thesealongside each other, changing the allocation to each over time. When the market sun shines, we expect our growth assets to prosper. When a market storm hits, our protective assets should provide shelter, defending the portfolio from a downturn. At Ruffer,we are committed to being good stewards of our clients' assets. To that end, environmental, social and governance (ESG) considerations are integrated into our investment process.

Whether it's climate change or indigenous rights, executive pay or workforcesafety, we believe our considered approach helps us make better decisions.

To the advantage of our clients' portfolios. To the benefit of the companies, we invest in. And for the good of the environment and society.

**Diversity, Equality & Inclusion