Buy-side Financial Risk Manager recruitment
Job Description:
The FRM team is in charge of risk and performance analysis and of the coverage of new products and new financial instruments into the risk management applications. The candidate’s main task will be to develop and maintain a high-quality risk reporting and risk analysis framework and to contribute to the day-to-day risk management tasks.
Furthermore, the candidate will be expected to coordinate risk projects and to deliver high quality documentation and communications on risk analysis, process and methodology for both internal and external use.
They will also contribute towards improving the calculation of risk figures and portfolio risk coverage.
Desired Skills Experience:
• 5-8 years experience (buy-side risk / quantitative dept) with a proven track record in the risk management field
• A degree in Economics, Finance or equivalent related area (i.e. mathematical, quantitative, statistical) with proven quantitative skills (FRM/PRM , or CFA qualifications are appreciated)
• Expertise in Market Risk (VaR, Stress Back Test), Portfolio Credit risk management, financial instruments and familiarity with RiskMetrics.
• Advanced developing skills (including Matlab / VBA / SQL).
• Languages: Fluent English and Knowledge of Italian (would be preferable, although not essential)