Investment Risk Manager - London, United Kingdom - eFinancialCareers

eFinancialCareers
eFinancialCareers
Verified Company
London, United Kingdom

1 month ago

Tom O´Connor

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Tom O´Connor

beBee Recruiter
Description

Duties & Responsibilities:

  • Leading risk modelling and monitoring across a variety of inhouse derivative and longonly equity strategies.
  • Preparing risk summaries and recommending guardrails
  • Review new requests by external managers to invest in derivatives to ensure that investment guidelines are suitable, compliant.
  • Design stress scenarios to provide insight on portfolio exposures and liquidity conditions during extreme markets.
  • Represent the risk and performance team on various crossteam project initiatives.

Person Specification:

  • Strong understanding of risk management techniques, including concepts such as factor modelling, risk prediction and stress modelling.
  • Strong derivatives product knowledge covering pricing and risk.
  • Expertise in one or more risk analysis solution (e.g. Bloomberg MARS/PORT, Aladdin, FactSet, MSCI Barra One/ Risk Manager, Axioma, etc.)
Desirable

  • Deep knowledge of Equities with broad experience across asset classes preferred.
  • Knowledge of Python, SQL and/or Power BI.
  • Professional qualification such as FRM/CFA qualification desirable but not essential.
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