Senior Director – Investment Risk Manager recruitment

Responsibilities:

• Manage the Investment Portfolio Risk and Return Analytics, Value at Risk and Counterparty Credit Exposure team

• Work with Portfolio Managers to represent the Multi-sector business and products

• Perform / highlight portfolio and competitor analysis in support of multi-sector Investment Portfolio

• Lead portfolio reviews, conduct portfolio analysis, conduct market updates

• Implementation of Revised Basel 2.5 market risk initiatives from a methodology and practical application standpoint

• Participation in industry impact studies

• Submission to regulators for new and amended risk VaR models

• Manage PFE/CVA process and production

• Liaise with Treasury/Basel team to identify and resolve risk issues that impact capital

• Partnering with Regulatory Controllers and Treasury to aid in strengthening and promoting the Basel framework

Requirements:

• 7+ years’ experience of Market Risk and or Asset Liability Management analytics

• Broad experience in a highly regulated environment and working with regulators; experience of working on regulatory model applications for VaR strongly preferred

• Experience working with Basel I and proposed Market Risk rules and regulations

• PFE Modeling, CVA and Loan Equivalent Value and Bond Investment Portfolio risk analysis

• Asset Management or Investment Management Background particularly in fixed income or bond portfolios

• Strong understanding of relative value and fundamental analysis

• In depth knowledge of Basel II, Dodd-Frank and Volker Rules specifically for Market Risk

• Fluency with MS Excel and experience with VBA

• Strong verbal and written communication skills and be able to develop quality working relationships

• Advanced degree (PhD or MS) in a quantitative discipline (e.g., statistics, physics, math)

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com

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