Head of Fixed Income Risk Management
Head of Fixed Income Risk Management
£95,000 - £140,000 + Bonus + Benefits
Central London
Who They Are
They are hedge fund with circa AUM of $3bn under management. They are now looking for a hands on fixed income risk manager who has strengths in market risk, credit counterparty and liquidity risk. You must be technically strong in fixed income and be able to cover the full Fixed Income product range (including swaps, swaptions and options) as well as understanding underlay trading using FX, derivatives, equities and commodities. The role is a risk management role rather than a risk measurement role (although you will have to understand that area as well.
The Role
Reporting to the CRO, you will be able to demonstrate the ability to work closely with the front office and build a strong rapport. You are unlikely to have more than 10 or so years experience within financial services. AThis might be your next step up the profile ladder. Although not a pure quant, you should be familiar with quant models and interest rate models. Excellnet communications are key. The role includess:
- Risk reporting and dealing with different stake holders such as investors, senior management, risk and traders;
- Risk assessment involving analysis of risks on both a product and portfolio basis for both market, counterparty and liquidity risks;
- Be the "go to" person for the front office traders for anything risk or analytics related;
- Play a critical part in developing the risk management function and taking the risk management platform onto a new platform,
- Manage and develop new metrics for the database that will meet a number of different needs and oblectives;
- Ensure that the firm is aware of positioning and supporting that awareness throughout the firm.
Who they are looking for
To be considered for this interesting role, you should meet the following criteria:
- Previous experience within the hedge fund, investment management or banking risk management sector is essential.
- Maximum of 6-12 years of industry experience with at least half of that directly in a risk management role;
- Strong analytical skills including an ability to conduct quantitative analysis. Strong fixed income technical skills essential;
- Strong knowledge relating to fixed income products, strategies, derivatives and conventions, etc;
- Ability to work on multiple streams of work and juggle priorities and the ability to stay calm under pressure.
Solid spread sheet and VBA skills highly desirable and strong reporting and communication skills;
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