Investment Risk Manager - Cross Asset

Robert Walters UK
London, United Kingdom
GBP50000 - GBP70000 per annum
Jun 14, 2017
Jun 22, 2017
Job Function
Industry Sector
Finance - General
Employment Type
Full Time

The Investment Risk team is concerned with understanding client expectations and providing independent challenge to ensure the fund risk profile reflects these expectations. Furthermore, the investment risk team takes a broad view across the entire fund range to ensure that risk issues are escalated and resolved. The Investment Risk team has been designed to be functionally independent from the portfolio management process, and forms part of the "second line of defence" across the clients funds. Whilst independent by reporting line, the Investment Risk team is located alongside the Portfolio Risk & Analytics team and also physically close to the majority of fund managers which is designed to maximise the benefits of independence and good communication/interaction with the fund managers on an ongoing basis.

Role Responsibilities:

  • To provide independent challenge for both the Portfolio Risk & Analytics team and the investment function across a variety of different asset class funds.
  • Ensure fund risk profiles reflect client expectations but also that customers are treated fairly.
  • Collaborating with the Portfolio Risk & Analytics team and fund managers on a regular basis to help them manage risk through the oversight meetings.
  • Escalate concerns and highlight the levels/split of risk to senior management including the Head of Investment Risk. The nature of the role demands a quantitative mindset, excellent communication skills, creativity and good knowledge of all asset classes and various fund structures.
  • Heavy involvement in various projects that span the entire fund range with the purpose of ensuring client outcomes are fair and within expectations. There will be significant opportunity to develop and improve these existing processes.
  • Creative approach to identifying risk and concentration issues or creating new, insightful analysis on funds;
  • Aggregation, monitoring, and escalation of issues to Head of Investment Risk and other senior management;
  • Production of ad hoc reports for the business, focused on risk issues in the prevailing markets;
  • Assist IT to develop new systems/feeds and enhance existing feeds.

Candidates with the following should apply:

  • Educated to degree level or equivalent;
  • CFA or other professional qualification an advantage;
  • Strong quantitative skills
  • Knowledge of derivatives (types, valuation/pricing, risks)
  • Experience analysing portfolio risks
  • Knowledge of risk models and concepts such as tracking error, VaR, and stress testing methodologies together with an appreciation of their limitations
  • Working knowledge of Bloomberg, Barra, RiskMetrics or similar systems beneficial; and
  • Advanced Excel / VBA required, knowledge of R / Python interesting.

If you would like to discuss this role further please speak to Harriet King via or 02075098258

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