Investment Risk Manager
Investment Risk Manager
£50,000 - £55,000 + benefits + bonus
Edinburgh, Scotland
The Company
They are one of the UK'S leading investment managers. They are a global investment manager with over £130bn under management across all asset classes, multi-asset solutions, fund-of-funds and absolute return strategies.
The Role
You will be part of the Investment Risk team which provides risk management services to Fund Managers, Client Directors, the Director of Investment Governance and the Head of Investments. The risk management area is rapidly expanding due to business demands. There will be many opportunities for you to develop and specialise in other asset classes, sophisticated products and involvement in other risk elements. Your role will include generating and using critical management information which arises from investment activity mainly in fixed income and property asset classes, with some equity exposure. The role also contains a broad based quantitative consultancy element. The role requires someone who is a self-starter, with a "can do" attitude" who is a "doer" and is prepared to roll their sleeves up. Your responsibilities will include:
* Independent monitoring of investment strategies to ensure consistency with fund objectives and regulations
* Portfolio stress and scenario testing and setting trigger points for risk reduction
* Liaison with Asset Class Managers and Client Directors to define and monitor internal portfolio exposures and client mandates
* Collate and interpret portfolio exposure information to highlight anomalies.
* Present risk and quantitative information to clients, consultants and internal customers
* Perform risk calculations for internal and external customers
* Act as a centre of excellence for risk analysis
* Provide quantitative support to marketing efforts
* Contribute as required, to the broader investment governance activities, including portfolio reviews and the Risk Exposures Committee.
Who they are looking for
To be considered for this role, you must:
* Have a 2:1 undergraduate degree in a mathematical or another highly numerical discipline
* Have advanced Excel and Visual Basic Programming
* Have one - four year work experience in a quantitative or risk managerial role
* Have knowledge of fixed income products
It is highly desirable that you also have
* Investment risk modelling experience
* An understanding of derivative instruments
* Knowledge of portfolio and financial theory and mathematical and statistical techniques
* Systems skills include RiskMetrics, UBS Delta, Northfield, APT, Bloomberg, Factset and Datastream
* Programming experience in C sharp
* Knowledge of equities and property asset classes
* Good communicating influencing skills and good oral and written communication skill
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