Portfolio Risk Manager

Recruiter
CKR Consultants Ltd
Location
London, United Kingdom
Salary
Negotiable
Posted
20 Apr 2022
Closes
17 May 2022
Ref
14567550
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Portfolio Risk Manager
£Excellent salary + bonus + Benefits
London

THE COMPANY
They are a global investment manager with $500 billion of assets under management who have been actively sourcing ideas and investment solutions worldwide for over 50 years. They have a strong fixed income focus. Your focus will inititaly cover macro portfolios and have a lot of contact with PMs and traders although this is 2LD risk role.

EXPERIENCE & SKILLS REQUIRED
* Master's degree or higher in quantitative field
* 5-7 years overall market experience in the financial sector
* Minimum 3-year experience in market risk analysis in the buy-side
* Strong Statistical/Mathematical skills
* Strong fixed income markets knowledge
* Demonstrated ability to succeed in a team-oriented environment
* Risk systems skills desirable (e.g. RiskMetrics, Port, or Aladdin, etc.)
* Statistical/Mathematical packages skills desirable (R, SAS, MatLab, Numpy, Scipy, etc.)
* Practitioner Certification desirable (e.g. CFA, FRM, PRM, CQF)
* Hard working and drive to achievement
* Strong analytical and problem-solving skills
* Strong attention to detail and discipline
* Excellent communication and interpersonal skills
* Strong computer skills and a working knowledge of Microsoft Excel
* Bloomberg and VBA required, SQL highly desirable, and Python or other languages desirable

THE ROLE
The Risk Manager will report to the Head of EMEA and LATAM Risk Management, who in turn reports to the Group's Chief Risk Officer. You will be an integral part of the Risk Management team in London that covers all investment risk issues arising from London office's activities. The team oversees a wide range of fixed income portfolios including Uk, Global, European across all forms of fixed income assets. The role includes the following responsibilities:

* Risk management of a group of London-managed fixed income portfolios.
* Developing, testing and maintaining risk models of European securities for WA proprietary risk system.
* Preparing original risk analyses on portfolios and markets.
* Using risk systems to simulate impact of trades and new strategies in risk measures for portfolio managers
* Articulating current strategies present in portfolios
* Articulating risk factors that affect the holdings of portfolios (including Greeks)
* Discussing risk excesses and solutions with portfolio managers. Escalate if necessary.
* Articulating the risk management process to clients and prospects.
* Articulating the specification of risk models in the risk systems used by the area
* Articulating the simplifying assumptions and limitations of models used
* Design and perform stress tests and other scenario analyses on portfolios
* Answer risk related questions from PMs, Client Service Executives and clients.
* Prepare risk materials for the Market and Credit Risk Committee and other forums

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