ACD Risk Analyst
Meredith Brown Associates, London, United Kingdom
Our investment management client, based in the City of London, is seeking an ACD Risk Analyst to join their vibrant Risk team. The successful candidate will support a busy team with tasks and requests as well as regulatory duties for the Boards, Authorised Corporate Director (ACD, host and external), institutional clients, and Depositary. The role involves hybrid working – generally three days/week office-based, but more often during the probation period.
Responsibilities:
* Daily compiling and review of fund risk limits, including Global Exposure calculations, VaR, Leverage, exposures, concentration, marketing, and Liquidity.
* Maintain and distribute standard Funds Risk Limit Document (FRLD).
* Code and maintain Bloomberg CMGR rules and support CRO and Risk & Portfolio Construction officer in rule maintenance and monitoring.
* Monitor daily fund flows and flag liquidity risks.
* Compile, review, and distribute daily & weekly custom limit reports requested by fund managers or Risk or Compliance teams.
* Manage certain client queries in relation to risk data modelling/presentations.
* Investment Trust and AIFM reporting and risk framework monitoring.
* Oversee the control framework for external risk reports and risk data.
* Generation of data and risk reports for the Funds Risk Management Committee and Investment Oversight Committees.
* Generation of month and quarter end reports including Fund Risk, Stress testing, Fund Liquidity & Global Exposure.
* Assist in the ongoing development and enhancement of risk reports and processes.
* Support research initiatives connected with new products or risk projects.
* Maintain up-to-date procedures and manuals relating to risk processes.
* Assist Risk & Portfolio Construction officer, risk team, and CRO as required.
* Provide backup for Compliance in oversight of regulatory, IA, and prospectus limits.
* Review derivative exposure where necessary.
* Monitor and map outcomes ex ante VaR measurement, stress testing, and risk surveillance around portfolio limits.
* Maintain personal awareness of the FCA’s 6 Consumer Outcomes and ensure customers and funds are being treated fairly.
Experience & Qualifications:
* Strong knowledge of risk processes, the roles of ACD and Depositary.
* Minimum CFA level 1.
* Ideally Python/SQL and PowerBI.
* Practical experience of various asset classes including equities, multi-asset & fixed income.
* Strong knowledge of Bloomberg, PORT, CMGR, and AIM functionality including workflows and system maintenance.
* Ability to extract and manipulate fund and market data and to deliver in a simple manner.
* Ability to handle and manage macros and pivots to process large quantities of data.
* Experience in Asset Management supporting senior management.
* Derivative exposure/knowledge.
Please note: Due to the high volume of applicants responding to our adverts, we are regrettably not able to feedback on all applications; only successful candidates will be contacted.
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