Portfolio Risk Manager recruitment
RESPONSIBILITIES:
- Developing and implementing effective risk management measures, common methodologies, reporting and other communication tools.
- Researching, modeling, quantifying, analyzing, and monitoring current and potential risks including collateral, interest rate, and name/counterparty exposure.
- Risk policy development, maintenance, and oversight.
- Investment mandate and derivative program construction, monitoring, and reporting.
CANDIDATE SKILLS PROFILE:
Job Related Qualifications
1.Good general understanding of derivatives and other asset classes, accounting treatments, and related risk measures.
2.Demonstrated ability to develop creative solutions to analytical problems, making use of spreadsheets, databases, statistical packages, and graphics.
3.Demonstrated ability to develop and implement automated processes to improve efficiency and accuracy.
4.Strong attention to detail, as well as strong oral and written communication skills.
5.Strong project management skills.
6.Ability to perform research through the use of internal and external information resources.
7.Demonstrated ability to organize disparate data from a variety of reporting sources into internally consistent and efficient information.
8.Familiarity with investment operations and processes and/or a demonstrated ability to develop this knowledge quickly.
9.Familiarity with investment mathematics and related technical skills.
EDUCATION/TRAINING/ENVIRONMENTAL:
- A masters degree in risk management, actuarial science, mathematics, accounting, finance, business, or related field with at least 4 years relevant work experience required. Bachelor’s degree in risk management, actuarial science, mathematics, accounting, finance, business, or related field with at least 8 years of relevant work experience may be substituted for graduate degree.
- Experience in risk management, derivatives, auditing, accounting, and/or actuarial preferred, with strong interest and experience in project management desired.
- MBA degree and / or CFA, FRM preferred.