Senior Technical Risk Analyst

2w2 weeks ago

Railpen

London, GB · Full-time · £75,000 – £95,000

About this role

Railpen is responsible for the safekeeping and investment of around £34 billion in assets. The Senior Technical Risk Analyst ensures risks taken in capital market investing are intentional, rewarded, and well understood. This role supports quantitative risk modelling across the entire portfolio, including both public and private assets.

You will support the Senior Model Validation Manager, working with risk system vendor and third party systems to keep risk models fit for purpose. Key duties include validating risk settings, model choices, proxies, and system settings. You will collaborate with other teams for continuous improvement of the risk model.

Railpen’s values of integrity, community, and alignment are the guiding principles that influence behaviour. The Investment Risk Team fosters a culture of fair challenge, placing the needs of the community above oneself. This role is based in London with hybrid working, and is a fixed-term contract of 15 months.

This fixed-term contract offers the opportunity to work on sophisticated risk modelling for one of the UK's largest pension funds. You will engage with senior stakeholders, committees and boards, communicating complex subject matter concisely. The role is not eligible for visa sponsorship; applicants must have the legal right to work in the UK.

Requirements

Proven experience in risk model validation or development within the asset management or financial services industry.
Good understanding of risk modelling techniques and regulatory requirements relevant to asset management or pensions management.
Risk systems experience with MSCI Risk Metric, including CDMS, RML4, RM3D and Web Services.
Ability to communicate, engage, and influence senior stakeholders, committees, and boards with concise and impactful language.
Keen to take responsibility, raise issues early, and ensure stakeholders receive information when needed.
Open-minded, focused on consistent and regular delivery of high quality output, effectively balancing different pieces of work.
Actively demonstrate Railpen's values of integrity, community, and alignment.

Responsibilities

Ensure risks taken in capital market investing are intentional, rewarded, and well understood to enable Railpen to meet client investment outcomes.
Support quantitative risk modelling across the entire portfolio, including both public and private assets for granular and factor models.
Work with risk system vendor and third party systems to ensure risk model and analytics remain fit for purpose.
Establish and maintain capability to validate, check, and review risk settings, model choices, proxies, and system settings.
Collaborate with other teams to ensure continuous improvement of the risk model and related tools.
Communicate, engage, and influence senior stakeholders, committees, and boards through concise and impactful language.
Support the Senior Model Validation Manager in maintaining risk model integrity.