Senior Investment Risk Manager VP
Job Profile:
- Drive investment risk strategy and best practices to ensure robust oversight of investment risk across Fixed Income Hedge Funds.
- Ensure Investment Risk is recognised as best in class at various committees, boards, client meetings
- Work with the team globally Group Risk team to share best practices
- Keeps abreast of industry and regulatory changes
- Build relationships with fund manager by providing meaningful, timely analysis of risk reports, highlighting concerns.
- Ensure risk models and reports are fit for purpose by backtesting.
- Design stress tests to identify unintended risks or concentrations or liquidity concerns and recommend possible remediation to Fund Managers.
- Update risk parameters with fund managers and Client Relationship Manager (CRMs) to ensure managers are targeting risk-adjusted returns; Determine triggers for escalation and enforced risk reduction
Key Skills Needed:
- Advanced degree in finance, mathematics, statistics, engineering, physics or other quantitative discipline, with relevant professional qualification.
- Fixed Income, credit, derivatives and an understanding of other asset classes e.g. equities, convertibles.
- Strong technical knowledge of market risk and credit risk is essential.
- IT Programs - BRS Green Package, Point, UBS Delta, Finanalytica and Bloomberg
If you feel you have the right skill set for the advertised position please get in touch via email or phone. DSakthithasan@morganmckinley.co.uk or 02070920064
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