Senior Investment Risk Manager (Multi Asset)

Location
London, United Kingdom
Salary
Highly competitive base and bonus
Posted
12 May 2023
Closes
11 Jun 2023
Ref
19318871
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
The role

The Investment Risk Management process takes a holistic approach to managing investment risk; spanning schemes, sections, pooled funds, asset class and individual investments. Simultaneously it includes a robust process around the investment valuation and operational due diligence of investments which is independent from investment decision making.

The Senior Investment Risk Manager advises, monitors and models investment risk. This includes quantitatively measuring risk at the total portfolio and section and cohort level. Investment risk is measured across pooled funds and in the future versus a representation of (sections) liabilities. Liquidity and leverage risk management a strong focus since the company deploys leveraged investments. Finally, counterparty risk management is part of the scope.

The person

We are looking for someone with a well-balanced and in depth understanding of global financial markets. Excellent knowledge in relation to risk budgeting and risk factor allocation, quantitative investment risk management discipline and Risk models, (for example Axioma, MSCI Barra, MSCI Risk Manager, APT) is essential for the role. To succeed in this role you will have an advanced knowledge of fixed income instruments/analytics and multi assets, along with effective programming skills.

You will be a trusted member of the team who can confidently build credable relationships with the investment teams in an advisory and collaborative capacity and be a valued point of contact within the investment risk management team. You will have good numerical, analytical and investigative skills and have the ability to communicate effectively (both written and verbal) whilst explaining complex information in a clear and concise manner. You will use your organisational skills and expertise to deliver to agreed deadlines.

Accountabilities
  1. Support the Capital Markets Risk Advisory (Investment Risk ) function. Provide independent investment risk advice and oversight to support investment decision-making.
  2. Maintain the Capital Markets Risk Framework and support the design and review of relevant Risk Directives ( inter alia Market Risk, Counterparty Risk, Liquidity Risk).
  3. Contribute to IRM oversight and reporting and actively work with the Investment Analytics function to meet reporting deliverables to Committees, Boards and Clients.
  4. Collaborate with the Private Market Risk Advisory Function in relation to the modelling of illiquid investments in the quantitative risk model with the objective of providing an appropriate measurement of the level and composition of investment risk across the full spectrum of assets.
  5. Provide ongoing support to the Head of Capital Markets Risk as appropriate, with investment risk queries and routine activity.
  6. Be a thought leader on investment risk management and build relationships with peers


Responsibilities

1. Develop Capital Markets (Investment Risk ) function. Provide investment risk advice, ongoing portfolio risk monitoring, pre-trade risk analysis contributing to a strong investment risk culture

2. Risk system development -Contribute to significant project work to develop the Capital Markets Investment Risk function and in particular the implementation of the risk system and enhancing risk analytics.

3. Develop counterparty and liquidity risk framework and monitoring

4. Collaboration/quantitative support - Offer quantitative support to projects in and outside of the IRM team, collaborate with Fiduciary and Investment Management Team.

What we can offer you
  • A competitive salary (dependent on experience)
  • 28 days holiday plus 8 days bank holiday and eligibility to join the generous Annual Bonus Plan
  • We provide one of the most competitive defined benefits pension schemes consisting of a 10.5% employee contribution and 17.3% employer contribution, a medical cash plan cover
  • We support hybrid and flexible working along with very generous family leave including 12 months full pay maternity leave and 6 months full pay paternity leave amongst other available benefits.
  • We couple all of the above with a supportive, long-term environment with tremendous opportunities to learn and develop your career.