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Your role We are looking for our next Senior Portfolio Risk Analyst to join our Global Performance Measurement Risk's (GPMR) team based in Henley-on-Thames !
With your strong MSCI RiskMetrics and knowledge of VaR models, you'll support all internal partners (Independent Risk Function, Product, Marketing and Investment Teams) through in-depth market and liquidity risk analysis and reporting.
In addition, you'll perform risk monitoring and reporting in line with European regulatory requirements or contractual guidelines.
What we are looking for: Contribute to build and maintain a coordinated risk measurement infrastructure that reflects the EMEA risk monitoring needs.
Ensure risk measurement capabilities and outputs are continuously improved and adjusted based on the evolution of the regulatory, statutory, or corporate portfolio risk measurement requirements.
Monitor, analyse and report market risk, liquidity risk, leverage across all EMEA funds.
Provide comprehensive and high-quality portfolio risk measurement, analysis, and reporting.
Collaborate with the global Risk Measurement teams as well as the other Investment Risk functions to improve the efficiency and effectiveness of the global platform.
Provide expert support to all stakeholders in research/quantitative/qualitative analysis of portfolios.
Provide expertise in terms of local products, investment processes, trading strategies, market characteristics.
Develop sophisticated level understanding of the markets in general and potential impact on portfolio risk.
What you can bring: Expert-level understanding of risk models and statistics (VaR, Volatility, Tracking Error etc.)
and of liquidity risk models (MSCI Liquidity Metrics in particular).
Strong understanding of financial instruments at theoretical level incl.
pricing methodologies for derivatives.
In-depth knowledge of MSCI RiskMetrics and good Bloomberg knowledge is required.
Knowledge of SQL, Python and VBA is a must.
Know-how of BarraOne, Blackrock Aladdin, Axioma would be a plus.
Optimally operate in a global team-oriented and collaborative environment.
High research capability.
Good time management, able to work under pressure.
Excellent problem solving capability.
Excellent verbal and written communication skills.
Ability to conduct complex analysis and present data in a meaningful way.
Strong organisational skills and detail orientation.
Open minded, flexible, and willing to listen for other people's opinions.
Interpersonal skills necessary to effectively communicate over the phone with a variety of individuals at all technical levels are required.
Degree or equivalent experience in Quantitative subject such as Statistics, Economics, Financial Engineering, Computer Science.
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