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Quant risk at total fund level

Quant risk at total fund level

  • Location

    london, United Kingdom

  • Sector:

    Risk Management

  • Job type:

    Permanent

  • Salary:

    0

  • Contact:

    Sue White

  • Job ref:

    43316

  • Published:

    7 months ago

  • Expiry date:

    2019-08-18

  • Consultant:

    #

I am currently working with a long established pension fund who are expanding their London team where you will lead the analysis and review of risks and resulting risk statistics of the pension fund as a whole as well as for the pension fund's individual investment portfolios.?

Requirements: 

  • Numerical degree in Finance, Statistics, Mathematics or the like
  • Investment risk modelling experience
  • Good understanding of Strategic Asset Allocation methodologies
  • Experience of analysing private market investments is favourable
  • Comfortable working with and manipulating time series data and conducting statistical analyses
  • High degree of computer literacy, ability to programme in SQL, Excel VBA, Python, or MatLab