VP – Investment Risk

My client is a leading international asset manager. Due to a recent internal restructure they are looking to add an experienced VP level individual to their Portfolio Capital Risk group.

The Role

• Monitor and report investment risk on an independent basis. Oversight conducted at the level of strategy, fund/account and product level. Including:
• Global exposure for funds via VaR and the commitment approach
• Monte Carlo Value at Risk analysis vs. benchmark or absolute limit (VaR measure includes analysis of volatility, correlation and tail risk)
• Fund liquidity risk (asset and liability)
• Leverage and Total Exposure analysis
• Stress and scenario analysis
• Ex-ante tracking error
• Carry out relevant investigation and escalation of limit excesses
• Assist with various Risk Management initiatives including implementation of AIFMD regulations impacting funds including oversight of
• Real estate funds
• Structured credit arbitrage
• Other alternative assets
• Ensure that procedures and Risk Management Process (RMP) for risk monitoring are followed
• Preparation of board reports and materials
• Preparation of Risk Committee and Operating Committee reports and materials
• Assist with various NBIAs including fund launches which may require agreeing risk limits, benchmark reviews, providing leverage estimate, product spec reviews etc. Ensure risk requirements for new funds are met
• Work closely with the Investment Directors in Fixed Income, Equity, AM Solutions and Performance Measurement. Anticipation in the IDR processes

The Candidate

• Verbal and written communication and presentation skills – demonstrate the potential to develop the ability to present the risk exposure and the appropriate risk management to clients, boards, internal groups and regulators. Ability to explain technical and complex issues in simple and straightforward terms
• Excellent knowledge of all the major asset classes and investment products
• Good knowledge of credit derivatives, structured credit and real estate is a requirement
• Analytical skills and the ability to understand complex issues
• Prepared to undertake qualification such as CFA or CAIA
• Knowledge of market risk management, including value at risk, stress testing and scenario analysis
• Ability to act on own initiative and fulfil objectives with minimum supervision
• Influencing skills
• Team working skills
• Strong all round PC skills
• Good organisational skills – sense of urgency, meeting deadlines

If you are interested in this position and genuinely meet the criteria please get in touch.

November 22, 2013 • Tags:  • Posted in: Financial

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