Quantitative / Risk Analyst
£45,000 - £64000 (Dependant on experience) + bonus + benefits

The Company
They are an independent, long established investment and wealth management firm with a strong reputation. They are highly regarded within the industry, having won many awards and have an excellent brand and client loyalty as well as strong plans to expand their client base. The wide salary range reflects the open mindedness of the firm in terms of experience levels rather than the seniority of the role.

The Role
Working within the Investment Management/ Research Team, you will provide risk and quantitative analysis and reporting for application throughout the investment process. The firm is going to be setting up a far more in depth risk process from scratch and to develop a better risk capability. Additionally, this person will be instrumental in setting up a new software package which will be empty of data and the successful candidate will need to populate it and make it fit for purpose. You will have a wide range of internal contacts including Investment research members, Investment committees, Fund Managers, Business channels, Investment risk, Performance, Marketing and Business development. The role includes:

  • Assisting in the development of monitoring and reporting in relation to investment risk, quantitative analysis and the investment process
  • Maintaining and rebalance a range of strategies used by different business channels
  • Provide analysis and on-going reporting for strategies based on sector and regional positioning, factor analysis, rebalancing, tracking error, currency and security effect and scenario analysis
  • Performing regular reporting and monitoring of risk in respect of the classification of asset classes and securities within the asset allocation framework.
  • Developing tools to enhance efficient portfolio construction and forward looking risk capabilities
  • Providing analysis of investment risk in respect of all new product development initiatives.

Who they are looking for
To be considered for this role, you must meet the following criteria:

  • A mathematical or scientific degree and prior experience working in a quantitative, risk, performance or investment role and experience of a wide range of asset classes and
  • Knowledge of optimisation techniques and the construction of ex-ante covariance matrices
  • Strong technical knowledge and understanding of what lies behind risk resources/stress testing/factor analysis etc.
  • Knowledge of systematic techniques for backfilling missing return data (e.g. out of sample regressions)

Other Skills/ Knowledge

  • Knowledge of Factset, Bloomberg, Datastream, BarraOne, Morningstar
  • Effective communication both written and verbal
  • Team player
  • Good understanding of Investment Management or Wealth Management and the services it offers