Director Investment Risk Director Investment Risk …

Carnegie Consulting
in London, England, United Kingdom
Permanent, Full time
Last application, 30 Sep 19
GBP80000 - GBP100000 per annum + plus benefits
Carnegie Consulting
in London, England, United Kingdom
Permanent, Full time
Last application, 30 Sep 19
GBP80000 - GBP100000 per annum + plus benefits
Reputable Investment Management firm with over US$ 300 billion assets under management require an experienced "Director Investment Risk" with multi-asset class experience, placing greater emphasis on Fixed Income.

The "Director Investment Risk", will form part of the broader Enterprise Risk Management program. The Investment Risk Management function is responsible for developing and implementing a standardised framework to identify, measure and monitor market and investment risks on a firm wide basis.

  • A second line of defence role developing and delivering advanced risk analytics across a range of asset classes, and to enhance the Quantitative Risk function
  • Knowledge/experience of market risk, credit risk, equity risk, liquidity risk asset modelling and analytics. Strong knowledge of regulation is important.
  • Develop investment risk processes and SME on risk factor analysis and optimisation using MSCI Barra and other quantitative tools, and programming ideally with Python and Matlab
  • Undertake risk analysis using factor models, build and improve Quantitative risk tools and support risk research

The successful individual will have the following;

  • Advanced degree in a mathematical discipline with a solid background with market risk concepts (VAR, Correlations, PCA, multi-factor risk models)
  • Advanced knowledge of Fixed Income products, to include CLO's, Corporates and Leveraged Loans
  • Strong programming skills, ideally Matlab and Python
  • Data management experience using SQL
  • Familiarity with Solvency 2 (Capital Requirements) is desirable
  • Strong experience in a similar role within Financial Services

This is an excellent opportunity for someone to work for a reputable Investment Management firm. The individual will have a strong record of achievement, coupled with strong technical skills and academics.

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