ACD Risk Analyst
other jobs eFinancial Careers
Added before 4 Days
- England,London,City of London
- full-time
- Competitive salary
Job Description:
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.
*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.
Job number 1862124
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Company Details:
eFinancial Careers
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