Job Description
We are seeking a seasoned professional to strengthen our market risk framework and analytics across all asset classes.
This role will cover a maternity leave vacancy, providing an opportunity for the successful candidate to make a meaningful impact on our investment decisions.
Key Responsibilities
* Drive model and data governance, including validation, benchmarking, and back-testing.
* Partner with portfolio managers to assess risk-return outcomes of investment and allocation decisions.
* Monitor exposures, explain key risk drivers, and deliver clear, actionable reporting.
* Support risk budgeting, scenario analysis, and liquidity reviews.
* Contribute to the identification of emerging investment risks and new strategy assessments.
* Gain exposure to derivatives, credit, counterparty, and liquidity risk oversight.
About You
To succeed in this role, you will need:
* A minimum of 3-5 years' experience in investment risk, portfolio analytics, or asset consulting within a fund, asset manager, or investment bank.
* A solid understanding of key risk metrics (VaR, tracking error, Sharpe ratio, alpha/beta, volatility).
* Broad knowledge of asset classes and derivatives.
* Tertiary qualifications in finance, economics, mathematics, or engineering; CFA/FRM desirable.
* Advanced Excel skills; Power BI, SQL, or Python experience a plus.
* Experience with risk systems (e.g. FactSet, MSCI, RiskMetrics, Axioma, Bloomberg) highly regarded.
About Our Team
We value collaboration, integrity, and operational excellence in our work. If you have a strong analytical curiosity and a desire to improve systems and insight, we encourage you to apply.