Investment Risk Manager
Consultant Harriet King
Date posted 22 November 2016
There is an exciting and rare new Investment Risk Manager - Fixed Income available for a leading asset management firm based in Central London. This is in a dynamic team whose ethos is creative quantitative risk management. The team has hands on exposure to and strong relationships with fund managers. The nature of this role and expectations of the team demands you to have a quantitative mindset, programming ability and good knowledge of derivatives.
The Investment Risk Manager will be involved with monitoring and analysis of risk on the firms equity funds.
Ultimately the aim of the role is to ensure fund risk profiles reflect client expectations. This includes analysing fund risk profiles, explaining risk information, pro-actively interacting with fund managers and others, dealing with queries and ad-hoc analysis requests.
You will have the following to be suitable for this role:
- Strong quantitative skills: Advanced Excel / VBA required, knowledge of R
- Knowledge of derivatives (types, valuation/pricing, risks)
- Knowledge of Equities
- Knowledge of risk models and concepts such as tracking error, VaR, and stress testing
- methodologies together with an appreciation of their limitations
- Working knowledge of Bloomberg and BlackRock Alladdin is beneficial.
If you you would like to discuss this Investment Risk Manager opportunity further and review a fully detailed description please get in touch with Harriet King on firstname.lastname@example.org or call directly on 02075098258.