Investment Risk – Fixed Income recruitment

Role Profile:

• This role is a key part of the team for a Risk Officer relating to the conduct of the Firm's investment management business predominantly with fixed income strategies.

• The aim of the role is to ensure that fund risk profiles reflect client expectations achieved while working with investment teams on a regular basis to help manage risk effectively.

• This may include explaining risk information, dealing with queries, ad-hoc analysis requests and present to prospects and existing clients on investment risk.

• There is a requirement to escalate concerns and highlight the levels/split of risk to the Head of Compliance Risk.

• The role demands a strong understanding of risk metrics and an ability of communicate effectively with Investment Management and other business support functions.

Key Skills Required:

• A strong understanding of fund risks and risk systems is a must

• Significant risk management experience and in particular fixed-income expertise including funds, leverage loans and UCITS.

•  Ability to research and implement methodologies and models for analysis of risk of traded products, identifying ideal limits on exposure concentrations and sizing such limits to reflect changing market liquidity.

• Production and analysis of regular risk attribution reports for use by the investment teams and other interested users of the data.

• Validating mathematical theory, quantitative models, data, documentation and model output.

• Ensuring the integrity of risk information and reports by assisting in implementing quality control processes;

• Strong quantitative skills.

• Excellent knowledge of derivatives and like-instruments.

• Detailed knowledge of tracking VaR, stress-testing methodologies and data integrity.

• Working knowledge of RiskMetrics, Barra Aegis, StyleRisk, FinAnalytica, Barclays POINT or similar systems is required.

• Prior experience with at least one/two systems is a must along with advanced Excel skills including Macros.

If you feel you have the required skill set for the advertised job please send your CV to deepan@bsmassociates.co.uk or apply via the E Financial “Apply Online” function below. Any questions regarding the role, please don’t hesitate to call me on 02070169913.