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Quantitative Analyst

  • Location
  • Job type Permanent
  • Reference BBBH119899

Quantitative Analyst

Would you like to work within a small, dynamic and collaborative team? Investigo is helping a well known business to hire. We currently have a vacancy for a Quantitative Analyst at our site in London.

As a Quantitative Analyst, you will be part of a unit which supports the Front Office Desk Heads and CIO with the production of detailed investment performance and risk analysis informing investment decision making and regular performance reporting to Scheme Trustees.

This role will provide you with the opportunity to work in a small, dynamic team and with complicated, innovative and fast-moving investment portfolios. You will be provided with exposure to a broad spectrum of asset classes and will be asked to work with members of the investment team on complex deals, provide portfolio and risk analytics to inform decision making by the CIO, as well as leading the performance analytics which ultimately form part of the reporting to the pension scheme trustees.

The ideal candidate will be highly quantitative, but who can also demonstrate some real work practical experience in a portfolio analytics, investment modeling or investment performance reporting role.

Your main responsibilities as a Quantitative Analyst will involve:

  • Inputting production support to monthly and quarterly performance reporting control panel, utilising data provided by Finance and the Front Office, and performing second line data validation thereon
  • Completing performance reporting data validation and reviewing support in association with BAPFIM Finance and Front Office personnel
  • Inputting periodic analytical performance reporting
  • Implementing periodic portfolio risk analytical support, including sector and risk factor exposures, trends and outlooks
  • Ensuring Ad-hoc portfolio and asset-level analytical input as necessary to inform asset allocation, hedging and other investment decisions by the Front Office
  • Completing portfolio and cashflow outlook analysis in conjunction with BAPFIM Finance, in order to inform liquidity provisioning and also investment pacing decisions
  • Completing data reconciliations between Finance and external sources, liaising with data owners as necessary to resolve inconsistencies
  • Providing first line performance analytics on specific segments of the portfolio (e.g.Fixed Income; Matching Plus) for second line review
  • Implementing data uploads into external data compilation databases and platforms (e.g. Skyval) following senior signoff
  • Forcasting first line portfolio-level cash flow for senior review and signoff

Your skills and qualifications:

Essential

  • High level of numeracy and financial literacy
  • Financial analysis experience gained within an investment management or financial setting
  • Strong analytical and MS Excel skills
  • Statistical and Mathematical mind set

Desirable

  • Experience working with other databases such as Skyval, Dynamo and / or Bloomberg preferred

What we're looking for in you:

You will be numerate, inquisitive, and an independent thinker who is highly motivated and well versed in financial analytical techniques, and comfortable working in a team. You will have developed communication skills in order to exchange complex information with the potential to develop communication and diplomacy skills in order to persuade and influence at a senior level.