Portfolio Risk Analyst

Leeds

Permanent: 37.5 hours per week

Full time (we welcome flexible working discussions)

An opportunity to make a difference

At Border to Coast our purpose is to make a difference and we’re looking for a keen Portfolio Risk Analyst to join our award-winning team.

As a customer-owned and customer-focused organisation, integrity is one of our values, as is our collaborative and sustainable approach. Our focus is to secure the pensions of over a million people who have provided valuable service to their communities and society. We’re the largest UK asset manager outside London or Edinburgh, and we provide innovative investments that deliver sustainable returns over the long term.

Join us as a Portfolio Risk Analyst and play a key role in a growing, high-performing team. You'll help shape and enhance portfolio risk analytics and contribute to the production of Asset Liability Management (ALM) results, helping to inform strategic advice while ensuring alignment with our investment processes, governance standards, and regulatory requirements.

Your role is hugely important and will include:

• Producing accurate, timely and well-documented Asset Liability Modelling outputs for Partner Funds as part of our strategic asset allocation processes.
• Working with the Portfolio Solutions Group and Advisory team to support periodic refresh of Capital Market Assumptions and Partner Fund liability data.
• Extracting, cleansing and analysing investment and liability data, while monitoring key risks such as inflation, interest, liquidity, scenario analysis, stress testing and risk attribution to support robust investment decision-making.
• Maintaining, validating, enhancing and documenting ALM models, data and methodologies, including benchmarking outputs, developing new analytical tools and improving modelling processes.

Your work will directly support our mission to deliver secure, sustainable investment for over a million pension scheme members.

We're looking for a highly analytical individual with a strong quantitative skillset and a passion for solving complex problems. You will be educated to degree level (or equivalent), working towards, or willing to work towards, a professional qualification such as CFA/FIA.

You’ll bring:

• Strong numerical, analytical and problem-solving skills, with the ability to interpret complex information, draw meaningful conclusions, and present clear, actionable insights to technical and non-technical audiences.
• Experience working with large datasets, including data extraction, manipulation and cleansing, with a disciplined approach to validation, reconciliation and quality control.
• Advanced Excel skills and experience of, or an interest in developing skills in, analytical programming and data visualisation tools such as Python, R, VBA and Power BI.
• Familiarity with quantitative risk and modelling techniques, such as Monte Carlo simulation, Value at Risk, stress testing, scenario analysis or time-series modelling.
• An understanding of, or interest in, long-term investing, portfolio construction, investment risk, asset liability modelling and strategic asset allocation, ideally within pension schemes, institutional investment management or the Local Government Pension Scheme.
• A proactive approach to learning and developing your technical knowledge, together with a commitment to responsible and sustainable investment and high levels of integrity and trustworthiness.

If you're motivated by solving complex analytical problems, improving decision-making through data and working collaboratively within a high-performing investment team, we'd love to hear from you.

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