Prop Investment Risk Manager recruitment
Role descriptionoversee the following desks: Fixed Income Securities, (Trading AFS book), Proprietary Investments (Hedge Funds) and Equities Portfolio.
analyze risk in the Proprietary Portfolios and periodically prepare the performance report.
analyze validate Front Office system models both for pricing/evaluation and Risk analytics purpose
be a technical member of the Bank IPV (Independent Pricing Verification) Unit;
analyze individual new investment proposals and highlight the risk-return relationship factors in close interaction with Financial Market Division and Investment banks.
attend the Portfolio Management Council and submit the Risk Management Division perspective on proprietary investment proposals.
contribute in setting up the Bank eRisk reporting project: reports scope, design, and testing.
contribute in setting up and review limits for the investment and trading desks;
contribute to any other function, as required in Risk Management Division.Who we're looking forTotal banking experience of 6-8 years with minimum 3 years specific experience in Proprietary Investment Risk Management in an Investment / Commercial bank
MBA, FRM, CFA or equivalent professional degree.
Solid knowledge of financial theory and market practices;
Experience in both securities evaluations and risk analysis in proprietary investments/ Fixed Income Securities/Hedge funds/Equities is essential.
Deep knowledge of Murex, Numerix would be a distinct advantage.
Programming skills in SQL Matlab would be an advantage, but not essential