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Quantitative Risk Analyst

Job details

Location

London

Date Posted

13 June 2022

Category

Investment

Job Type

Permanent

Job ID

Salary

Competitive

Description

An exciting opportunity to join a prestigious asset manager in the Fixed Income investment risk team. As part of a small team, this role will provide day-to-day risk management support for the Portfolio Managers, covering fixed income strategies. Additionally, this role will play an active role in various quantitative projects.

Key Responsibilities:

  • Daily risk management of several fixed income portfolios to ensure that Portfolio Managers understand the different risks in the market
  • Participate in monthly risk management meetings with Portfolio Managers
  • Process and understand risk predictions made by risk models
  • Implement practical machine learning and AI applications covering risk management, portfolio construction and market insights
  • Conduct analysis of portfolio exposure, performance and key market drivers

Candidate Profile:

  • Ideally 2-4 years work experience in a quantitative role
  • Strong understanding of machine learning techniques
  • Degree educated, technical/STEM subjects desirable
  • Strong interpersonal skills with ability to effectively communicate and influence senior stakeholders
  • Excellent programming skills (Python, R and/or SQL)
  • Enthusiasm to research and explore new techniques and drive implementation

Mason Blake acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. Mason Blake is an equal opportunities employer and welcomes applications regardless of sex, marital status, ethnic origin, sexual orientation, religious belief or age.

 

 

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