Investment Risk and Performance Analyst

Job Title: Investment Risk and Performance Analyst

Overview: As an Investment Risk and Performance Analyst at our prestigious investment trust, you will play a crucial role in evaluating and optimizing the risk and performance of our investment portfolio. You will be responsible for conducting comprehensive analysis, monitoring key performance indicators, and providing insights to support investment decision-making. This position offers an exciting opportunity to contribute to the success of a renowned investment firm and work with a talented team of professionals in a dynamic and collaborative environment.

Responsibilities:

1. Risk Analysis and Measurement:
   • Conduct thorough analysis of investment risks across various asset classes, including equities, fixed income, derivatives, and real assets.
   • Utilise risk models, quantitative techniques, and scenario analysis to assess the potential impact of market factors, economic trends, and other variables on portfolio risk.
   • Monitor and evaluate key risk metrics such as volatility, value-at-risk (VaR), tracking error, and stress testing results to identify potential areas of concern and recommend risk mitigation strategies.
2. Performance Measurement and Attribution:
   • Analyse investment performance using industry-standard methodologies such as time-weighted return (TWR) and money-weighted return (MWR).
   • Conduct performance attribution analysis to identify the sources of portfolio returns, including asset allocation, security selection, and market timing.
   • Collaborate with portfolio managers and investment teams to assess the effectiveness of investment strategies and identify opportunities for performance improvement.
3. Portfolio Monitoring and Reporting:
   • Monitor the day-to-day performance and composition of the investment portfolio, ensuring compliance with investment guidelines, benchmarks, and client mandates.
   • Prepare regular performance reports and presentations for internal stakeholders, senior management, and clients, highlighting key performance metrics, trends, and attribution analysis.
   • Develop and maintain performance dashboards and tools to facilitate real-time monitoring and analysis of portfolio performance.
4. Data Management and Analysis:
   • Collect, validate, and maintain investment data from various sources, including portfolio management systems, custodians, and market data providers.
   • Conduct data reconciliation and quality assurance processes to ensure the accuracy and integrity of performance and risk data.
   • Utilize data analytics and visualization tools to identify patterns, trends, and insights that inform investment decision-making and risk management strategies.
5. Continuous Improvement and Collaboration:
   • Stay abreast of industry best practices, emerging trends, and regulatory developments in investment risk management and performance measurement.
   • Collaborate with cross-functional teams, including portfolio management, research, operations, and compliance, to enhance investment processes, systems, and controls.
   • Proactively identify opportunities for process improvement, automation, and efficiency gains to optimize the effectiveness of the investment risk and performance function.

Qualifications:

• Bachelor’s degree in finance, economics, mathematics, or a related field; advanced degree (e.g., CFA, FRM, MBA) preferred.
• Experience in investment risk management, performance analysis, or related roles within the investment management industry.
• Strong quantitative and analytical skills, with proficiency in statistical analysis, risk modelling, and performance attribution methodologies.
• Familiarity with investment instruments, asset classes, and financial markets, with the ability to interpret and analyse complex investment data.
• Proficiency in data manipulation and analysis tools such as Excel, SQL, Python, or R; experience with performance measurement and risk management systems (e.g., FactSet, Bloomberg, Aladdin) is a plus.
• Excellent communication skills, with the ability to present complex ideas and analysis clearly and concisely to both technical and non-technical stakeholders.
• Detail-oriented, with a strong focus on accuracy, data integrity, and quality assurance in a fast-paced and dynamic environment.

Location: [London]

Benefits: Competitive salary, comprehensive benefits package, opportunities for professional development and career advancement.

Application Process: Please submit your JL to jl@barclaysimpson.com