Director of Risk | Hedge Fund – Zurich recruitment
One of the largest hedge funds in the world require an experienced Market Risk manager to join their high performing Fixed Income desk.
My client is looking to bolster their market risk team with a high-calibre market risk manager from an investment banking background to operate alongside the fund managers.
The successful candidate will report directly into the CRO and be the lead point of contact for the risk team, having day to day ownership over the fund managers and playing a key role in the operation of the desk.
Strong quantitative skills would definitely be an advantage as would being based on the ground in Switzerland.
The Risk manager will perform the following tasks:
- Working with portfolio managers to develop model portfolios consistent with the investment strategy established by the Investment Committee, and then enforcing adherence to the model portfolio framework
- Monitoring the composition of risk within portfolios and at the firm-wide level in areas such as concentration risk, liquidity risk and counterparty risk
- Anticipating and addressing potential issues in the form of market, counterparty and operational risk
- Attributing the drivers of relative performance and sources of tracking error
- Working with the financial engineering and technology departments to ensure that the risk team has all the reports necessary for the proper performance of the risk function, including reporting of first or second order risk and modeling of the scenario analysis to identify tail risk in the portfolio.
- Explaining risk management function, process and controls to institutional clients, consultants and prospects.
If you fit the above candidate background please send all applications to risk@selbyjennings.com