Market Risk Officer
We are a proprietary investment company managing a global portfolio of investments across a wide range of asset classes with the primary objectives of capital preservation and long-term capital growth.
We are recruiting for a Market Risk Officer to join the small Middle Office team, which is primarily responsible for risk management and portfolio reporting.
Working closely with the Head of Middle Office the Market Risk Officer’s main responsibilities will be:
- To gain an in-depth understanding of the portfolio’s investments and their risk exposures e.g. price risk, currency risk, valuation issues, liquidity risk, credit risk etc. and ensure these are being effectively captured and reported;
- Work closely with the front office to ensure a mutual understanding of portfolio risk, performance and reporting requirements;
- Constructively challenge and critically review investments and risk exposures;
- Construct/assist with the development of risk models to enhance monitoring of risk exposures;
- Prepare/Assist with quantitative due diligence on investment and fund proposals for review by the Fund Selection Committee;
- Work closely with other team members to ensure all performance, risk, exposure, compliance and related portfolio reporting are generated in an accurate and timely manner;
- Continuously improve the look, feel, accuracy, efficiency and timeliness of the reporting process;
- Continually enhance and improve policies, procedures, processes, documentation and application roll-outs aimed at improving risk management practices, controls and/or efficiency;
- Become the primary liaison between Business Users, the Application Vendor and the IT Department for the portfolio management system.
Education, Experience and Skills Required:
- A Bachelor’s degree and/or postgraduate qualification in business, risk, statistics, accounting or a similar discipline;
- Thorough knowledge of investment performance and risk analysis measures and techniques;
- Have an existing or currently part way through a relevant professional qualification e.g. CFA, FRM, CAIA,
- Prior experience (maximum 5 years) in a similar role within the financial services industry is essential. Candidates with no direct prior experience will NOT be considered.
- Good knowledge of MS Excel at spreadsheet level, such as: Automation of tasks using macros; Ability to create aesthetic reports containing different types of data and presentation methods; Good command of worksheet layer functions and spreadsheet manipulation
- Familiarity with Financial Systems such as Bloomberg, Reuters, Morningstar etc.
- Must possess good attention to detail, an organized approach and client focus.
- Proactive, flexible and team player
- Excellent communication skills with a good command of both spoken and written English
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