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    Investment Risk Analyst - London, United Kingdom - Mason Blake

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    Description

    Our client, a global Asset Management firm is looking to hire an investment risk professional to join their growing team in London.

    Manage risk for a team of portfolio managers, monitoring fund and mandate exposures on a daily basis, analysing risk over time.

    Conduct fixed income risk analysis and reporting across a range of strategies

    Monitor daily performance and produce ad hoc performance attributions for funds and mandates, performing daily follow-up of all strategies in place and asses differences in exposure with portfolio managers.

    Contribute to modelling market risk in the risk management tool to enable the daily production of tracking-error and value at risk figures, implementing the stress-testing and back-testing frameworks.

    Write various reports intended either for senior management to effectively communicate market risks
    Minimum 2-5 years' investment/market risk experience on the buy-side or sell-side
    Excellent knowledge of regulatory requirements with regards to investment risk
    You will have a very good understanding of fixed income instruments and their specific risk factors.

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