Job Title:
Investment Performance, Risk & Oversight Analyst Job Code: 1132656 Skill Band: Finance

Location:
United Kingdom - London Type: Permanent Date Posted: 11 Oct 2019 Investment Performance, Risk & Oversight Analyst Lloyd's of London London Office About Us Lloyd's Treasury and Investment Management (LTIM) team provide a variety of investment and treasury services to Lloyd's and is responsible for oversight of the Lloyd's market investments. Performance & Reporting: dedicated to investment performance analysis and reporting. Primary functions are to carry out portfolio valuations, performance measurement & attribution and investment reporting for all portfolios under management. Pillar 3 regulatory reporting for Solvency II investment data (both Lloyd's and the market) Risk: Primary functions include ownership of the Lloyd's investment risk model (LIRM), and quantitative risk analytics. Oversight of the Lloyd's Central Fund investment strategy and adherence to Board approved risk appetite metrics. Contribute to strategic asset allocation decisions for LTIM funds under management Market Oversight: oversight of the Market investment strategies, asset allocations and investment governance. Ensure compliance with Investment Minimum Standards and perform regular market reviews to promote best practice and adherence to the Prudent Person Principle. The Role To support LTIM in its modelling and management of investment risk via quantitative analytics What Will You Do? Operate the Lloyd's Investment Risk Model (LIRM) to produce all risk related management information and data for capital setting purposes Perform a key role in quarterly validation exercise and produce all required documentation and testing evidence packs ensuring data quality standards are met Preparation of monthly risk budget analysis for LTIM investment portfolios and ad-hoc analysis to support investment decisions Collection and validation of quarterly asset data used in regulatory Pillar 3 reporting capital setting Preparation and development of stress and scenario tests used for risk management and model validation purposes Preparation and development of management information for key stakeholders including the Lloyd's internal committees, PRA, overseas regulators, analyst community and Credit Rating Agencies Model development of the LIRM to become market leading, and to address any audit/external validator recommendations Liaise with auditors/external validators in the context of the LIRM Develop investment risk analytics for use in strategic asset allocation decisions You'll Need Strong analytical and numerical skills are essential Proficiency in MS applications, advanced Excel including VBA highly preferred; SQL advantageous Ability to organise workload and manage to strict deadlines Strong problem-solving skills Strong interpersonal skills are key given collaborative nature of role Knowledge of investment markets and financial instruments is essential Awareness of different sources of investment risk and primary metrics Strong knowledge of quantitative methods or statistical analysis including familiarity with Value at Risk measures Experience of Economic Scenario Generators (ESGs) is advantageous Experience of any IT lead projects including setting user requirements and User Accept Testing (UAT) is highly useful Experience of running, changing, and designing SAP Business Objects reports is advantageous Experience of data manipulation and handling large data sets preferred Experience in an analytical investment support function is beneficial Qualifications Successful applicant is likely to have a degree in a numerate subject or someone similarly qualified by experience It is probable that the successful applicant will be working towards (or keen to pursue) one of the following: Investment Management Certificate (IMC) Chartered Financial Analyst (CFA) As the successful candidate, you can expect to be rewarded with a competitive salary, an enviable range of benefits. To apply, please visit www.lloyds.com At Lloyd's we believe that innovation comes from having an inclusive culture of equality and diversity. We use ClearTalents to discover how we might help you feel welcomed, supported and able to do as well as you can when applying to work for us, including identifying any reasonable adjustments that we may need to make. Should you feel that you require reasonable adjustments during your application process we request that you please follow this link to create a ClearTalents user profile: