The role seeks to monitor, advise and report to Senior Management (and appropriate boards and committees) that risks are being effectively managed and that the business is compliant with relevant regulation. In addition to ensuring regulatory compliance, the role is important in identifying, analysing and quantifying key risk exposures and communicating appropriately to the relevant people/committees. The role involves providing independent oversight of strategies deployed by the Investment Manager. The role involves working with risk systems to ensure that data is accurate and reliable as Insight continues its evolution.
~~Role accountabilities: • Portfolio Risk Reporting and (non-LZ Sentinel) restriction monitoring, including:
• UCITS and AIFMD Exposure Reporting
• Production of other Portfolio Risk Reporting
• VaR Back-testing, analysis with subsequent data cleaning and model enhancement where necessary.
• Liquidity monitoring and investigation of changes and exceptions.
• Development and maintenance of procedures and policies for relevant activities.
• Irish Risk and Investment Oversight Group secretariat responsible for tracing of issues and actions and collating MI.
• Providing support and assistance to the global investment risk function.
• Supporting the development of enhancements to risk reporting.
• Responsible for maintenance and co-ordinating of updates to Risk Management Process
• Produce certain regular and adhoc reporting.
• Respond/investigate to enquiries/queries regarding above
• Identification and resolution of errors relating to global security analytics.
Knowledge, skills and experience required: Technical Skills / Specialist knowledge
• Previous experience within a market/investment risk role within an asset management or bank/finance business..
• Good mathematical knowledge, obtained through undergraduate degree in a numerate subject.
• Extremely proficient working with Microsoft Office products
• Interest in and a good understanding of financial markets, financial products and financial instruments.
• Practical experience of applying concepts to real instruments/portfolios.
• Good problem solving and analytic skills required.
• Knowledge of the regulatory risk measures as detailed within UCITS and/or AIFMD guidance and regulations would be preferable.
• Needs to be able to explain complex concepts and data to multi-disciplinary audiences