Local Pensions Partnership

Investment Risk Analyst

London | £Competitive

Job Function: Policy, Government & Public Affairs
Industry Sector: Banking & Financial Services

Purpose of role

• Work as a member of the investment risk team at LPP

• To measure, monitor, analyse and report investment risks (market, liquidity, counterparty credit, leverage, valuation risks etc.) for funds managed by LPP and for the Pension Clients’ portfolios

• To maintain and enhance investment risk data, models, systems and reporting processes for LPPI’s investments and funds in Equities, Fixed Income, Credit, Private Equity, Real Estate, Infrastructure etc

• To maintain investment risk reporting and procedures to meet LPPI’s regulatory requirements as an Alternative Investment Fund Manager


Key Responsibilities

• Develop and maintain a high standard of investment risk analysis and reporting across various asset classes at investment, fund and client portfolio levels

• Maintain and enhance data, modelling and reporting systems & workflows for investment risk processes

• Prepare investment risk analysis and Management Information for LPPI’s various committees, internal stakeholders and regulatory reporting

• Work with senior members in the team to implement enhanced risk & quantitative models, risk systems and automated reporting workflows


Person Specification

• Educated, preferably master’s level, in Mathematics, Finance or related Quantitative discipline

• Two years plus years of relevant work experience in investment risk /market risk or quantitative analysis in financial services industry

• Good quantitative and programming skills with proficiency in Excel VBA and in R or Python programming is required. Experience in databases is highly desirable

• Good understanding of return and risk characteristics of various asset classes, quantitative modelling and time series analysis

• Highly developed numerical, analytical and report writing skills

• A proactive, self-motivated team player

• A lateral thinker with excellent problem solving and organisational ability

• Highly effective communication skills including the ability to build good working relationships


Reasonable adjustment will be made to working arrangements to accommodate a person with a disability who otherwise would be prevented from undertaking the work