Risk Manager, Liquid Investments recruitment
Basic Purpose:
The Risk Manager, Liquid Investments is responsible for risk management of more-liquid investments and is the Financial Risk Management Group's principal quantitative analyst. The Risk Manager, Liquid Investments investigates, understands and models risks of US fixed income, equities, and more-liquid alternative investments and reports his or her findings to the Head of Financial Risk Management and to other internal parties. The Risk Manager, Liquid Investments interacts directly with portfolio management and is Financial Risk Management’s liaison with liquid investment units.
Essential Responsibilities:
- Primary responsibility for risk control of liquid investments
- Conduc applied research on risks of liquid investments and hedging strategies
- Adjudicate valuation issues that concern liquid or semi-liquid investments
- Primary responsibility for ongoing risk control of more-liquid investments within alternative investments
- Execute Financial Risk Management responsibilities with respect to pricing and risk management of instruments in managed accounts
- Manage Financial Risk Management relationship with equity and fixed income units
Qualifications:
- Five to ten years of experience in market risk management; trading or portfolio management experience is a plus but will not replace risk management experience
- Strong mastery of quantitative aspects of risk management, including but not limited to, probability and statistics, calculus, differential equations; engineering or applied mathematics
- Strong knowledge of fixed-income instruments, including ABS, MBS, corporate bonds, CDS. Knowledge of commonly-used hedging instruments and strategies. Some equities experience is desirable
- Highly computer literate, especially in Excel; Visual Basic skills desirable
- Excellent writing ability in English
- Ability to work with expert traders and portfolio managers
- Bachelor’s degree in “real world” quantitative field—e.g. engineering, physics, or other applied science—required; advanced degree preferred
- Self-starting individual who is willing and able to develop an internal, professional practice without constant supervision
May 19, 2012
• Tags: Asset Management careers in the USA, Liquid Investments recruitment, Risk Manager • Posted in: Financial