Job Description

  • Preparation of daily, weekly, and monthly risk management
    information and dashboards for senior management and committees
  • Measure, monitor, and report against Market risk limits
  • Analyse various risk measures such as PV01/CR01, Modified/Spread
    Duration, and VaR.
  • Investigate and comment on changes to risk profiles
  • Monitor emerging risks, macro trends and market/regulatory developments
    across asset classes
  • Model and value Fixed Income products (e.g. Bonds, Swaps, Repos,
    Loans, Deposits, and STP)
  • Assist in the ongoing development of multi-factor/multi-period
    scenario analysis and stress testing across all market risk exposures (including
    Fixed Income, FX, Equity, and Absolute Return investment strategies)
  • Support the various risk committees
  • Ad hoc reporting to senior management on any important change to
    risk exposures
  • Ad hoc risk analysis and research in support of the Business Units
    and external agencies
  • Enhance risk systems, processes, and procedures
  • Play a key role in the development and implementation of major risk



  • A strong quantitative degree and/or professional qualification
    (e.g. Risk, Mathematics, Economics, Engineering, Actuarial)
  • At least 2 years of relevant experience within the financial
    services sector
  • Experience of market risk management within the asset management
    Industry would be beneficial
  • Excellent understanding of financial products across Fixed Income,
    Equity, and Alternatives
  • Experience and a good understanding of risk methodologies such as
    VaR / PFE, and Stress Testing
  • Experience with curve building, and the modelling and pricing of
  • A high level of numeracy, and strong analytical and I.T. skills –
    especially Excel, SQL, and VBA
  • Experience with major treasury risk systems, and financial
    terminals such as Bloomberg/Reuters
  • Excellent communication skills, intellectual curiosity, attention
    to detail, and adaptability
  • Highly motivated with a willingness to take initiative and
    responsibility in a small team.



  •  Flexible work options
    including remote working and variable work hours

  • An extensive wellbeing programme
  • Excellent learning and development opportunities that allow for
    full career development within the organisation
  • A diverse range of initiatives: LGBT+, Gender Matters, Disability
    Awareness, Sports & Social, Volunteering and lots more
  • Reimbursement of annual professional membership fees
  • Defined Benefit Pension Scheme