Investment Risk Manager

• Dec 2021 - Present

Investment Risk & Portfolio Analytics

• Sep 2014 - Dec 2021

• Production and delivery of performance and risk reporting including performance attribution, equity style skylines and ad-hoc ex-ante risk analytics (in relation to proposed front office new buys/sells/top-ups/trims). • Working closely with investment teams in understanding their equity portfolios and how the success of the investment process is measured (eg relative return, low volatility or high yield) as well as operational, sales and marketing teams. • Knowledge of the GIPS standards, especially in relation to composite reporting, as we provide an advisory role to the rest of the business. • Significant involvement in project migrating OEIC and SICAV funds over to new legal entities, while retaining performance history in StatPro as well as third party data vendors. • Developed a process for Brinson attribution on style metrics (beta, value, momentum etc), expanding on the more traditional sector and country analyses and providing deeper insight into the performance impact of style positions/biases adopted by portfolio managers.

Green Package Analytics and Support

• Jul 2013 - Sep 2014

• Quality checking and delivery of various risk and return packages consisting of a large variety of investment analytics including VaR, option adjusted duration and attribution effects, in context of market conditions on a variety of security types ranging from equities and vanilla corporate bonds to Asset Backed Securities and Interest Rate Swaps. • Troubleshooting the production process which entailed understanding price and risk model runs, vendor price deliverables, trade ops processes, reporting changes, client deliverables (positions and prices), security set-up issues etc. • Dealing with client queries that ranged from understanding the causes of volatile risk analytics, pricing and returns to reporting issues and returns calculations.

Performance Analyst

• Jun 2011 - Jul 2013

• Production of regular performance, contribution, attribution and ex-post reports for a range of funds (including OEIC, pension and insurance funds) as well as ad-hoc requests. • Sat in a team of two analysts who dealt primarily with UK fixed income and multi-asset funds although I did also have a significant dealing with UK equity funds. • Liaising directly with fund managers in explaining and justifying the performance of their portfolios of investments, often against benchmarks or peer groups. • Migration project to Lipper (L-IM), comparing data and calculation methodology to the prior system (Hindsight).

Analyst - Asset Liability Modelling

• Jul 2010 - Jun 2011

• Running MoSes deterministic models and analysing the results to provide assistance with various financial investigations aiding business and investment decisions, including the Financial Condition report and the Individual Capital Assessment. • Testing model developments over a range of standalone models. • Led a team of two analysts in running and analysing numbers for the December 2010 Individual Capital Assessment. • Running and analysing a number of stress scenarios relating to asset scaling factors, economic conditions, currency fluctuations etc.

Fund Accountant

• Mar 2008 - Jul 2010

• Responsible for the daily, weekly and monthly pricing of collective investment schemes including ICVCs and Unit Trusts. • Preparing, processing and checking everything that affects the price of the funds including cash balance interest; dividend and fixed interest accruals; fees and expenses; redemptions, sales, purchases and FX trades; creations and liquidations. • Preparation of interim and yearly accounts as well as the associated long and short XD reports. • Reconciling and balancing all the accounts associated with a fund in accordance with time constraints and FSA guidelines.