Junior Investment Risk Analyst

Job Details


City of London

Job Description

Junior Investment Risk Analyst

Salary: Excellent salary, with bonus and benefits


Investment risk tasks:

  • Calculation of global exposure limits, including escalation and management of breaches;
  • Preparation of historical VaR calculations against VaR limits, including escalation and management of breaches;
  • Preparation of risk factor and risk contribution analysis;
  • Assist with preparation of weekly predictive and historical scenario analysis.

Credit risk and Collateral Management oversight:

  • Calculation of current and potential exposure of derivatives to monitor counter-party exposure;
  • Calculation of exposure from forward foreign exchange contracts across different maturity dates and currency pairs to monitor counter-party exposure;
  • Monitoring of collateral balances against derivative exposures to check that our positions are sufficiently collateralised;
  • Review of unsettled trades against settlement risk limits, including escalation and management of breaches.

Asset pricing oversight:

  • Perform independent derivative pricing verification through quantitative PNL analysis;
  • Manage derivative trade population in valuation platform;
  • Resolving queries and pricing discrepancies between our price, counter-parties, and administrators;
  • Assist other internal teams with pricing queries.

General and ad-hoc tasks:

  • Assist in various projects to automate current risk tools using Python and Jupyter notebooks;
  • Perform pre-trade option approvals to verify against risk limits and eligibility;
  • Assist in answering ad-hoc queries from the business, administrators, and clients;
  • Assist in cross-departmental projects and initiatives.


To the extent not already covered, anything else that may be reasonably requested.

Core competencies:

  • Demonstrate self-awareness and emotional intelligence;
  • Demonstrate honesty and integrity;
  • Value and respect the contribution of others;
  • Maintain high standards of accuracy, demonstrating the initiative and self-discipline to work on your own and take responsibility for output;
  • Demonstrate enthusiasm, drive, and commitment;
  • Absolute focus on client service.

Skills, knowledge, experience, and qualifications:

  • Proficiency in Excel;
  • Interest in programming, preferably Python;
  • Knowledge of Bloomberg is a plus;
  • Interest in financial markets and understanding of relevant asset classes;
  • Knowledge of derivatives (FX, Equity, Rates) and their basic pricing models;
  • Degree in finance or related quantitative discipline;
  • Candidate for CFA and/or FRM.

The client would consider an excellent graduate for this role.


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