Risk Officer
This role is a key part of the team for a Risk Officer relating to the conduct of the Firm`s investment management business predominantly with fixed income strategies. The firm has a hybrid function between Legal, Compliance and Risk, for which the applicant must be willing and competent to deliver on streams as required.
The role requires the applicant to be able to monitor and analyse all aspects of investment risk on a variety of credit funds (fixed-income funds, hedge-style and private equity funds including distressed-asset). The aim of the role is to ensure that fund risk profiles reflect client expectations achieved while working with investment teams on a regular basis to help manage risk effectively. This may include explaining risk information, dealing with queries, ad-hoc analysis requests and present to prospects and existing clients on investment risk.
There is a requirement to escalate concerns and highlight the levels-split of risk to the Head of Compliance Risk. The role demands a strong understanding of risk metrics and an ability of communicate effectively with Investment Management and other business support functions, including Operations, Sales and Marketing. A strong understanding of fund risks and risk systems is a must.
Significant risk management experience and in particular fixed-income expertise including funds, leverage loans and UCITS; Ability to research and implement methodologies and models for analysis of risk of traded products, identifying ideal limits on exposure concentrations and sizing such limits to reflect changing market liquidity;
Production and analysis of regular risk attribution reports for use by the investment teams and other interested users of the data. Validating mathematical theory, quantitative models, data, documentation and model output. Ensuring the integrity of risk information and reports by assisting in implementing quality control processes;
Promoting a strong working relationship with Trading, IT and Operations (including outsourced vendors) in identification and development of new system-feeds as and when needed. Proactive approach in suggesting new analytics beneficial in managing risks and aiming to obtain support for optimization of the processes, instruments and methodologies adopted;
Strong quantitative skills; Excellent knowledge of derivatives and like-instruments; detailed knowledge of tracking VaR, stress-testing methodologies and data integrity; Working knowledge of RiskMetrics, Barra Aegis, StyleRisk, FinAnalytica, Barclays POINT or similar systems is required. Prior experience with at least one-two systems is a must along with advanced Excel skills including Macros.
a privately owned European asset management business focused on fixed income. Our investment strategy strives to produce superior risk-adjusted returns through a fundamental-bottom up investment philosophy combining proprietary research and downside protection.
-80K-100K
Where specific UK qualifications are required we will take into account overseas equivalents.
Please quote Michael Page reference when applying Job ref:MPGX13245400
Michael Page International is a world leading recruitment consultancy.
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