Quatitative Risk Manager recruitment
Investment Risk Analysis and Standards ("IRAS") is responsible of the identification, analysis, mitigation and second level control of Investment Risks.
IRAS is also responsible for the definition and validation of investment risk methodologies and critical models, and provides support to the other GRM Departments and AXA IM Group entities in their risk analysis and standards and models definition.
MAIN TASKS
- Define and develop investment risks methodologies and models used by GRM
- Define Key Risk Indicators at fund, Expertise and global level
- Define methodologies for issuer and counterparty risks exposure measurement and monitoring
- Validate critical models: Valuation tools, DMTs…
- Define and validate the methodology for performance fees calculation
- Provide methodological support for Economic Capital calculation to Corporate Finance teams
- Provide quantitative expertise on investment risk to other AXA IM Group departments, for example by defining, producing or analysing various risk reports.
ROLE WITHIN GLOBAL RISK MANAGEMENT (GRM)
- Provide quantitative support to GRM teams by producing and analysing various risk report.
- Work in coordination with investment risk analysts promoting the use of quantitative analysis in their investment risk management approach
- Provide support to other GRM teams in their risk management activity (Investment Risk Analysts, Operational Risk Managers, Senior Expertise Risk Managers)
EXPERIENCE / QUALIFICATION
- Graduate in Quantitative Finance / Financial Engineering
- • Previous experience (1-4 years +) in quantitative and/or risk in Asset Management or Investment Banking industry with a risk and/or derivatives valuation background
- • Written and spoken English
November 25, 2011
• Tags: Asset Management careers in the France, Quatitative Risk Manager recruitment • Posted in: Financial