Investment Risk Manager Investment Risk Manager …

The Emerald Group
in London, United Kingdom
Permanent, Full time
Last application, 18 Sep 21
Market Rate
The Emerald Group
in London, United Kingdom
Permanent, Full time
Last application, 18 Sep 21
Market Rate
Posted by:
Mr Asset Management • Recruiter
Posted by:
Mr Asset Management
Recruiter
My client is a household name who are looking to hire a senior investment risk professional into their in-house asset management team.

Key Accountabilities

  • Portfolio analysis, measuring and assessing the risks within investment portfolios (e.g. volatility and FRAR/VaR measures, portfolio biases, factor sensitivities etc.).
  • Interpret the output of the Fund’s risk management system.
  • The setting of appropriate risk limits, monitoring of these limits and escalating issues as appropriate.
  • Helping to maintain and build Investment Risk frameworks for differenttypes of risk such as liquidity risk, market risk, derivatives risk and counter-party risk
  • Keep up to date on various risk plans and actions
  • Measurement and assessment of portfolio liquidity.
  • Measurement, monitoring and assessment of portfolio leverage.
  • Portfolio stress testing and scenario analysis.
  • Working with the Senior Manager Responsible Investment to incorporate
  • ESG (and climate change) risk factors into risk modelling.
  • Developing RI/ESG risk metrics in conjunction with the RI team
  • Generation of risk reports for internal boards, investors and externalregulators as required, including Global Exposures, VaR back-testing, portfolio stress testing, liquidity analysis and liquidity stress-testing with the support of the risk analyst.
  • Managing the annual review of the Risk Management Process and Risk Profiles.
  • Presentation of risk reports to relevant stakeholders as required, covering all aspects of risk measurement and assessment.
  • Setting default benchmark and model for new portfolios
  • Provide input from an investment risk perspective into the ongoing development and maintenance of the Trustee’s overall integrated Risk

Challenges

  • Helping to maintain and build Investment Risk frameworks for different types of risk such as liquidity risk, market risk, derivatives risk and counter- party risk using the risk system
  • Producing key management information for stakeholders and communicate with all levels of the organisation including Trustee directors, Trustee Executive, the Company and external advisors.
  • Keep up to date on various risk plans and actions
  • Maintain highly effective working relationships across all stakeholders.

Experience

  • Experience and expert knowledge in investment risk across asset classes
  • Asset Management experience in a risk role
  • Strong numerical and analytical skills
  • Excellent Excel / Risk system skills
  • Ability to work accurately and in an organised manner
  • Team player with good communication skills
  • Willingness to be flexible in order to meet deadlines
  • Strong understanding of investment processes, security types and financial market data/ Analytics
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