Senior Risk Analyst

Universities Superannuation Scheme - London
14 Sep 2018


Firm overview:

The Universities Superannuation Scheme (USS) has circa 396,000 members, and over £60 billion in assets, we’re one of the largest private pension schemes in the UK and in the top 50 worldwide. Established in 1974, we’re entrusted by over 350 higher education sector employers to manage and administer the pension scheme and its investments through our two companies, Universities Superannuation Scheme Limited and USS Investment Management Limited.

Role overview:

Lead the analysis and review of risks and resulting risk statistics of the pension fund as a whole as well as for the pension fund´s individual investment portfolios.

Key responsibilities:

  • Develop improved total scheme asset only and asset-liability risk analysis and attribution
  • Contribute to the Strategic Asset Allocation process 
  • Work with the Funding Strategy function to incorporate enhancements in liability modelling into total scheme asset-liability risk analysis
  • Analysis and monitoring to support management of investment guidelines, leverage, counterparty, collateral and liquidity risk
  • When needed, support BAU process across the PAIR team for example the production of risk/performance statistics and reporting thereof

Experience and skills required:

  • Numerical degree in Finance, Statistics, Mathematics or the like
  • Long experience in investment risk modelling 
  • Excellent understanding of asset classes, instruments and risk management techniques
  • Good understanding of Strategic Asset Allocation methodologies
  • Good understanding of investment risk analysis and attribution particularly in the context of multi-asset class portfolios
  • Experience of analysing private market investments is favourable
  • Comfortable working with and manipulating time series data and conducting statistical analyses
  • Understanding of financial markets and instruments gained through courses or experience
  • High degree of computer literacy, ability to programme in SQL, Excel VBA, Python, or MatLab