INVESTMENT RISK MANAGER recruitment
This role will support the team in the provision of risk management services to Asset Class Managers, Client Directors, the Director of Investment Governance and the Head of Investments. The responsibilities of this role include generation and use of critical management information arising from investment activity across equity, fixed income and property asset classes, as well as broad based quantitative consultancy to the company.
Core Responsibilities:
- 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 Managers and Client Directors to define and monitor internal portfolio exposures and client mandates.
- Back testing of predictive VaR and risk models.
- 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.
Core Requirements:
- Essential:
- Undergraduate degree in a mathematical discipline.
- Advanced Excel and Visual Basic Programming.
- Minimum of one year work experience in a quantitative role.
- Desirable:
- Investment risk modelling experience.
- Understanding of derivative instruments.
- Knowledge of portfolio and financial theory and mathematical and statistical techniques.
- Bloomberg, Factset and Datastream.
Core-Asset Consulting offer specialist recruitment services to the Investment Banking, Financial Services, Secretarial Support, and Human Resources markets across Scotland.
"People are the core asset of every business"
July 19, 2012
• Tags: Asset Management careers in the UK, Investment Risk Manager recruitment • Posted in: Financial