Our client - a leading global asset management business, is looking for an experienced Risk Manager to join the 2 LoD Risk team - covering the business' rapidly Fixed Income platform.
Whilst being a SME on FICC, the successful candidate will also hold responsibilities for Investment Risk oversight, risk governance and reporting of derivatives and FX across the EMEA business.
Key responsibilities for this position will include, but are not limited to:
Lead and build out EMEA and UK investment risk management process under existing global group risk framework, embed appropriate risk management systems and models, drive best practice in risk management reporting and solutions
Act as an independent challenge to ensure that investment positions and risk taken are consistent with risk tolerances and client expectations. Assist and challenge portfolio managers on portfolio constructions and highlight issues, including but not limited to market risks, exposure concentrations and liquidity concerns
Lead on, and deliver, risk reporting and escalate risk issues to Investment Risk leadership
Higher education (minimum undergraduate degree) - strong preference for MSc and CFA
Subject Matter Expertise across Fixed Income, FX and Derivatives
Good knowledge of market practice, regulatory requirements and reporting
7+ years of experience in investment risk processes and procedures, including - but not limited to - working with multi-factor models, FICC pricing models, VaR, stress testing and scenarios analysis; also knowledge and experience in fixed-income analytics and modelling, e.g. option adjusted duration, key rate duration (KRDs), convexity, option adjusted spread duration, etc.
Must have experience in a senior risk role that interacted with business leaders and PMs
For more information about this position, please get in touch with Octavian Donnelly.
Phone: 020 3778 0874
Reference Code: 11451
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