Senior Risk Officer Market Risk

Carnegie Consulting
London, United Kingdom
GBP110000 - GBP120000 per annum + plus benefits
23 Jun 2022
23 Jul 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
My client a leading global alternative investment fund require a "Senior Risk Officer" - Market Risk. The fund has over one hundred portfolio managers and have in excess of three hundred team members comprising of Portfolio Managers and Traders. Office locations are in the UK, US and Asia.

The "Senior Risk Officer" - Market Risk person will work within the 1st (LOD) Line of Defence. The individual will manage risks of trading strategies across multiple asset classes, to include equities, corporate bonds, fixed income and F/X. In addition the person will ensure that risks are reported correctly and are properly measured. Intraday and overnight market risks will also be monitored.

  • The individual must be able to discuss products and their risks, and be able to build tools to analyse risk at portfolio and trade level
  • Ensure that risk limits are properly set in terms of risk taking and risk allocation
  • Ability to review new business proposals, set limits and ensure they are captured on internal systems
  • Attend Investment Committees and contribute to assessing portfolios and being involved in decision - making processes
  • Contribute to risk factor identification and stress-testing
  • Will have risk oversight across crypto and F/X

  • Extensive experience in the financial markets, ideally an ex trader having made the transition into a front office market risk role or someone working within Market Risk Trading
  • An advanced degree in a quantitative field (Maths, Science, Engineering, Finance) ideally. Quantitative knowledge of markets, products, models and risk ideal.
  • Experience of portfolio risk measurement including VAR and Stress -Testing across all financial products, exposure to crypto as well highly advantageous
  • Ability to create relationships with senior stakeholders
  • Ability to set and manage priorities

This is an exciting role with a leading alternative investments firm based in London. Individual needs a demonstrative track record and a high level of academic achievement. Applications will be considered from both the buy and sell-side.

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