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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent, full-time |
Main Duties & Responsibilities Take ownership of ad hoc requests and monthly reporting on liquidity risk across funds and mandates Play a key role in the development and evolution of the firms liquidity risk analytical infrastructure.Responsible forthe calculation, accuracy, production and further development of analyses for the daily risk measurement of UCITS and AIFs Work closely with IT and Operations to improve the quality and stability of data processes Creation of new MSCI RiskMetrics reports.Definition and development of relevant statistics Support maintenance of portfiolios within critical risk systems (both market risk & liquidity risk) and employ Python to maximize scalability and robustness of processess underlying investment risk analytics.Work closely with the rest of the Investment Risk Analytics team in supporting and developing investment analytical offering. Qualifications & Experience Degree in Computer Science, Maths, Economics or Engineering. Minimum 3 years of professional experiencein portfolio risk management, financial engineering or similar, ideally within the buy-side. Proven programming skills in R or Python. SQL essential. General financial knowledge required, with Fixed Income experience (particularly ABS, MBS) desirable. Familiaritywith the operation and maintenance of MSCI LiquidityMetrics and MSCI RiskMetrics preferred. Experience of liquidity risk management, including analysis, preferred. Good knowledge of databases and data processes to establish scalable analytics workflows.Close cooperation with IT and Data Services to ensure high data quality in our relevant risk systems. Ability to work accurately and achieve operational goals under the pressure of tight deadlines. Strong analytical, quantitative and problem-solving skills.