Senior Investment Risk Manager

The candidates' responsibilities will be:

• Manage risk for a team of portfolio managers, monitoring fund and mandate exposures on a daily basis, analysing risk over time.
• Monitor daily performance and produce ad hoc performance attributions for funds and mandates, performing daily follow-up of all strategies in place and asses differences in exposure with portfolio managers.
• Contribute to modelling market risk in the risk management tool to enable the daily production of tracking-error and value at risk figures, implementing the stress-testing and back-testing frameworks.
• Write various reports intended either for senior management.

The ideal candidate will have the following profile:

• Minimum 7-10 years' investment/market risk experience on the buy-side
• Degree educated in a Science, Finance and/or Mathematical subject
• CFA or FRM qualification
• Ability to code in Python or R
• You will have a very good understanding of fixed income instruments and their specific risk factors.
• Strong organisational and interpersonal skills, capable of working within a team and interacting with clients, good presentation skills are essential.

Mason Blake acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. Mason Blake is an equal opportunities employer and welcomes applications regardless of sex, marital status, ethnic origin, sexual orientation, religious belief or age.