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.