Investment Management - Investment Risk Analyst

Performance Measurement & Reporting

Assist the Research & Portfolio Analytics Manager to establish performance attribution analysis systems and processes covering house models and bespoke client mandates. This includes monitoring performance and providing regular information to the investment and tactical asset allocation committees to assist in portfolio management.

Investment Risk Management & Governance

Assist the Research & Portfolio Analytics Manager in establishing risk systems, processes, and governance structures to aid portfolio construction and ongoing management of house models and bespoke clients. This role involves meeting regulatory expectations and providing internal Management Information (MI).

Key Responsibilities – Investment Risk Management

• Risk Controls: Assist in the setup of appropriate risk metrics, limits, and processes.
• Risk Analysis: Assist the Research & Portfolio Analytics Manager in monitoring risk metrics and performing attribution for house models and client portfolios. Evaluate and monitor risk on both individual and aggregated investment positions.
• Stress Testing: Aid in the creation of stress scenarios and stress tests for models and client portfolios on a routine or ad-hoc basis.
• Scenario Analysis & Risk Modelling: Assist in running factor analysis and breaking down risk allocation.
• Breaches: Anticipate breaches due to changes in market conditions and portfolio positioning, and assist the Research & Portfolio Analytics Manager in advising the Investment Committee.
• Risk Budgeting: Contribute to ensuring that internal strategy is translated into tactical asset allocation using risk budgeting and risk positioning techniques.
• Process Policing: Check that trading activity is supported by minuted recorded decisions, updated Model Sheets, Tercero Models, and Historical Model Changes logs.
• Service Governance: Assist the Research & Portfolio Analytics Manager in reviewing and maintaining investment process and service governance documentation, clearly articulating individual approaches to risk management across various levels: multi-asset portfolio construction, asset class sub-committees, stock selection, and individual services sub-committees.
• Annual Risk Review: Assist the Research & Portfolio Analytics Manager in the annual 'Risk Review' with retained risk consultants, leading to changes in the client Risk Tolerance Questionnaire and model mapping process, and ensuring proper documentation.
• Marketing: Support the Research & Portfolio Analytics Manager in constructing marketing documents relevant to the portfolio risk function.

Key Responsibilities – Research Coordination

• Cover for the Research & Portfolio Analytics Manager.
• Support the Research & Portfolio Analytics Manager in his day-to-day tasks as necessary.