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Risk Manager - FICC

  • Location:

    London

  • Sector:

    Risk

  • Job type:

    Permanent

  • Contact:

    Octavian Donnelly

  • Contact email:

    octavian@rutherfordsearch.com

  • Contact phone:

    020 3778 0874

  • Job ref:

    DOO11451_3

  • Published:

    20 days ago

  • Expiry date:

    2022-06-06

​Our Client

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.

Main Duties

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

Your Profile

  • 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.
Email: octavian@rutherfordsearch.com
Phone: 020 3778 0874
Reference Code: 11451


About Rutherford
Rutherford is a boutique search firm located in London. Our consultants are the executive specialists in compliance recruitment, and also in financial crime, legal and cyber security, all within the financial and professional services sectors in the United Kingdom and New York. We use our carefully curated relationships, networks and market knowledge to find the best fit for the clients in hand. We work with a wide range of clients, spanning from advisors, management consultants, corporate and commercial banks, brokers, exchanges, MTFs and financial tech, through to global investment managers, hedge funds, private equity firms, investment banks and technology firms. We began as a compliance recruitment firm in London and expanded to offer new resourcing expertise across legal and cyber recruitment. We have been a leading legal and compliance search agency in London for a decade and are excited about bringing our expanded offering into the technology area.