Falcon Investment Management is an FCA regulated asset management firm is seeking a risk analyst to join the team in London to focus on multi-manager and multi-strategy hedge fund manager. The ideal candidate will drive the implementation of methodologies and tools to monitor and report Market Risk, and will liaise closely with Portfolio Managers and senior management.
Responsibilities:
Drive risk and investment compliance oversight, e.g. assessment of trading activities across all investment strategies
Ensure compliance with fund prospectus, global exposure, leverage limits under EU and AIFMD regulations
Producing periodic risk and regulatory reports including risk exposures and compliance breaches
Develop and maintain investment risk analysis and reporting across various asset classes for each strategy
Work with Portfolio Managers and coordinate with external service providers to implement risk reporting workflows and requirements
Drive a quantitative approach to analyse risk metrics such as VaR, liquidity, market and performance risk measures
Maintain awareness of actual and proposed regulatory changes which impact requirement for risk monitoring
Daily risk report production and investigation of our of tolerance metrics
Liaise with Portfolio Managers and Analysts as required to refine analyses and communicate key findings
Perform stress-testing activities
Requirements:
Strong written and verbal communication skills
Basic programming competency
Effective critical analysis and reasoning skills
Good knowledge of market risk
Good understanding of AIFM regulations from a risk perspective
This is a London based opportunity and only applicants based in the UK should apply. We work closely together as a team so the candidate will need to be a strong team player, have good interpersonal skills as well as being self-motivated. Falcon is a London-based full scope AIFM investment manager. Falcon's team consists of experienced managers, deploying diverse set of strategies with focused mainly in highly liquid investment strategies through our range of multi-manager solutions.