Roles & Responsibilities
- Daily compiling and review of fund risk limits, including Global Exposure calculations, VaR, Leverage, exposures, concentration, marketing and Liquidity.
- Maintain and distribute standard Funds Risk Limit Document (FRLD).
- Code and maintain Bloomberg CMGR rules and support CRO and Risk & Portfolio Construction officer in rule maintenance and monitoring.
- Monitor daily fund flows and flag liquidity risks.
- Compile, review and distribute daily & weekly custom limit reports requested by fund managers or Risk or Compliance teams.
- Manage certain client queries in relation to risk data modelling / presentations.
- Investment Trust and AIFM reporting and risk framework monitoring.
- Oversee the control framework for external risk reports and risk data.
- Generation of data and risk reports, for the Funds Risk Management Committee and Investment Oversight Committees.
- Generation of month and quarter end reports including Fund Risk, Stress testing, Fund Liquidity & Global Exposure.
- Assist in the on-going development and enhancement of risk reports and processes.
- Support research initiatives connected with new products or risk projects.
- Maintain up to date procedures and manuals relating to risk processes.
- Assist Risk & Portfolio Construction officer, risk team and CRO as required.
- Provide back up for Compliance in oversight of regulatory, IA and prospectus limits.
- Review derivative exposure where necessary.
- Monitor and map outcomes ex ante VaR measurement, stress testing and risk surveillance around portfolio limits.
- Maintain personal awareness of the FCA’s 6 Consumer Outcomes and ensure customers and funds are being treated fairly.
Experience & Qualifications
- Strong knowledge of risk processes, the roles of ACD and Depositary.
- Minimum CFA level 1.
- Ideally Python/SQL and PowerBI.
- Practical experience of various asset classes including equities, multi asset & fixed income.
- Strong knowledge of Bloomberg, PORT, CMGR and AIM functionality including workflows and system maintenance.
- MSCI Risk Metrics experience.
- Ability to extract and manipulate fund and market data and to deliver in a simple manner.
- Ability to handle and manage macros and pivots to process large quantities of data.
- Experience in Asset Management supporting senior management.
- Derivative exposure/knowledge.
Please note that due to the high volume of applicants responding to our adverts we are regrettably not able to feedback on all applications; only successful candidates will be contacted.
Contract Details
- Contract Type: Permanent
- Salary Type: per annum
- Total Applications: 0
- Last Date: 29/01/2025