Portfolio Risk Manager
A City Based Asset Manager wish to recruit a portfolio risk manager to oversee a wide range of fixed income portfolios, The individual will be an integral part of the Risk Management team in London that covers all investment risk issues arising from London office’s activities.
- Be responsible for the risk management of a group of London-managed fixed income portfolios.
- Be responsible for developing, testing and maintaining risk models of European securities for proprietary risk system.
- Prepare original risk analyses on portfolios and markets.
- Use risk systems to simulate impact of trades and new strategies in risk measures for portfolio managers
- Articulate current strategies present in portfolios
- Articulate risk factors that affect the holdings of portfolios
- Discuss risk excesses and solutions with portfolio managers. Escalate if necessary.
- Articulate the risk management process to clients and prospects.
- Articulate the specification of risk models in the risk systems used by the area
- Articulate the simplifying assumptions and limitations of models used
- Strong Statistical/Mathematical skills
- Master’s degree or higher in quantitative field
- Strong fixed income markets knowledge
- Risk systems skills desirable (e.g. RiskMetrics)
- 5-7 years overall market experience in the financial sector
- Minimum 3-year experience in market risk analysis in the buy-side
- Statistical/Mathematical packages skills desirable
PLEASE SEE OUR PRIVACY STATEMENT
Ref ID: GW0713
£0 - £0