Associate Portfolio Investment Risk Analyst

Support the portfolio risk function within a leading financial institution

Responsibilities:

• Analysis of overall investment strategies for externally managed funds across multiple assets including derivative products

• Assist in the development of asset class specific investment mandates including the definition of appropriate investment benchmarks, return objectives & targets, and risk limits.

• Provide quantitative insight and commentary on risk exposures relative to established benchmarks

• Prepare investment related materials for the group and legal entity investment committees and other management meetings

• Aid in the due diligence of existing and new fund manager(s), integration of funds into existing analytical review processes, resolution or escalation of issues

• Support various special projects and other strategic initiatives related to overall investment strategy.

Requirements:

• 2+ years previous experience within asset management, alternative investments, insurance, or reinsurance within an investment strategy or risk management area.

• Familiarity with fund management review, including performance review, risk attribution, and due diligence

• Prior experience with investment management tools eg; Alladin, Yield Book, Black Rock Risk Solutions

• Basic Option theory knowledge and strong excel/C++ skills

• Bachelors degree or higher in finance, mathematics, physics, economics or engineering.

For immediate consideration, please forward resume and contact details to:info@ashtonlanegroup.com