Quant Investment Risk Analyst

Goodman Masson
London, United Kingdom
GBP70000 - GBP75000 per annum
01 Feb 2023
09 Feb 2023
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
I am working with one of the largest Pension Scheme Provider on an Investment Risk Manager role. This role will report to the Head of Investment Risk Oversight. You will be applying quantitative risk analysis to assess the Scheme's risks (market, liquidity, credit/counterparty, etc.), incorporating model risk (VaR, Liquidity, Pricing tools, stress-testing etc..)

Duties include but are not limited to:

1. Continue to uphold a solid framework for managing investment risk that takes ESG and climate risk targets into account.

2. Ensure that appropriate policies and procedures for managing investment risk are in place and kept current.

3. Examine and remark on the appropriateness of the risks taken in light of the investment goal and plan of the Scheme.

4. In charge of validating models to make sure they're well-designed and work as intended

5. Monitor the Investment function's control testing, challenge it when necessary, and promptly report any risk management issues.

Successful candidates will have:

1. Deep understanding of financial markets and risk management strategies in an ALM setting

2. Proven expertise in providing model improvements

3. Strong programming abilities in Python, Matlab, and VBA

If keen to discuss, apply now or send your CV to hadjra.sohawon@goodmanmasson.com

In our company values we aim for equity at all stages of the recruitment process, please let us know if we can do anything to make the process more accessible to you.
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