Risk Analyst
London

Aspect Capital is an award-winning specialist money manager at the forefront of research into financial markets. We apply systematic quantitative research techniques across a broad spectrum of financial products and markets to deliver returns to investors. We achieve this through a disciplined and consistent investment philosophy designed to generate performance even in declining markets.

We are looking for someone to join our Risk team to assist with and in time take on more responsibility on all facets of Aspect’s market and investment risks.

Your responsibilities

The main responsibilities of the role will initially be on the day-to-day risk monitoring of all of our portfolios, but you will also have significant exposure to Aspect’s trading strategies, research team and Investment Committee, and the opportunity to assist with the risk review of new trading strategies and system enhancements. Over time you could become involved in portfolio construction, strategy research and the investment processes.

You will also work on:

  • Monitoring the integrity of Aspect’s market-facing business processes, including algorithmic execution
  • Setting up risk monitoring tools and adapting pre-existing ones to meet the changing requirements of the firm’s research team, Investment Committee, investors and regulators
  • Developing new risk metrics and systems to enhance Aspect’s suite of risk monitoring capabilities and coverage
  • Presentation and explanation of risk analysis to other internal teams, including Compliance, Research and Investor Relations teams and senior management
  • Understanding the usual behaviour of Aspect’s trading strategies and therefore being able to identify potential risks and carry out detailed analysis of them
  • Assisting with the performance monitoring of trading strategies and portfolio performance analysis.

Your experience

  • 2-5 years of experience, probably in a traditional risk role at an Asset Manager, or in a risk, or quant structuring role as part of a multi asset/cross product team
  • Strong programming ability ideally in Python or MATLAB
  • Familiarity with SQL databases and queries and reporting tools such as Microsoft’s PowerBI would be a bonus
  • A good understanding of financial markets, ideally including futures and other exchange-traded derivative markets across multiple asset classes

If this sounds like an interesting role we would love to hear from you. No agencies please.
2024 Research Summer Intern
London
We are actively recruiting for our summer 2024 Research Internship programme. We are flexible on timings and not committed to specific dates however would expect the internship to last no less than 10 weeks.

Here at Aspect Capital we apply systematic quantitative research techniques across a broad spectrum of financial assets products and markets to deliver returns to investors within a strict risk management framework. We achieve this through a disciplined and consistent investment philosophy designed to generate performance even in declining markets.

You will have the opportunity to work with the industry’s best thinkers and innovators in a thriving, dynamic, collegiate, multi-disciplinary research team, conducting projects in quantitative financial research and contributing to all areas of model development, portfolio construction, risk management and market access. There will be opportunities in the Global Macro, Machine Learning, Volatility, Options and Managed Futures teams.

You will be responsible for your own set of projects, whilst also gaining valuable insight into the work of the team and the functioning of the fund as a whole. More specifically, the work will entail: 
  • Maintaining and developing mathematical investment models using simulation tools
  • Assessing and proposing portfolio improvements which are compatible with our stated risk management goals
  • Provide statistical analysis of market data in systematic mathematical investment strategy models
  • Generating and developing written research and strategy materials
  • Creating and maintaining investment management software

Your experience:
  • You must have completed your second year working towards a numerate masters or PhD.

You will need:
  • Programming ability in a high level language: MATLAB, R, Python or possibly Java
  • Strong oral and written communication skills including the ability to explain complex issues simply
  • Good organisation and planning skills
  • Deductive reasoning skills and the ability to analyse and synthesise information for problem solving
  • Self-motivation, enthusiasm, attention to detail and the ability to work effectively alone and collaboratively

We will be even more interested if you have any of these:
  • Experience in selecting and applying analytical techniques to real world problems
  • Good understanding of statistics and probability
  • Basic knowledge of the financial markets

If this sounds of interest then we’d love to hear from you, please upload your CV and either attach a covering letter or leave some notes in the comments box on the application form confirming which team (or teams) you might be interested in and your availability to work in 2024.