Senior Quantitative Risk Manager
My client, a leading Asset Management company is looking to hire a Senior Quantitative Risk Manager. The successful applicant will join a large cross asset class Investment Risk department, with responsibility for three distinct disciplines within the Quantitative Analytics space:
1). Migration of legacy proprietary Risk Systems and Data to RiskMetrics, across multiple funds
2). Regular “thought piece” research and strategy development projects for the CRO and ExCo
3). BAU running of the Quantitative Analytics Team (including Line Management)
You will report directly to the CRO/Head of Investment Risk, and perform a significant function as relationship manager to the Technology department, acting as the bridge between Quants and IT. In addition to the stakeholder and line management responsibilities, you will need to remain hands-on. All the senior management in Investment Risk are able to roll-up their sleeves, and this is not a full-time people management post.
The ideal candidate will be educated to post graduate level in a highly numerical or scientific subject, posses significant work experience in the Buy-Side, preferably from a mid-large sized Asset Management firm, and demonstrate successful delivery of risk system build outs, migrations and research. This is a fantastic opportunity to join a prestigious Asset Management company in a senior management role, with significant scope to shape the position on the job, and successfully deliver complex change to the Risk Systems and methodology.
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