Senior Market Risk Manager - Asset Management

Employer
Finders SA
Location
Geneva, Switzerland
Salary
competititve
Posted
Sep 15, 2017
Closes
Oct 22, 2017
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors

Client:

Joining the institutional asset management entity of this leader in their field of medium size, they provide investment solutions to Swiss and international institutional investors. Our client offers managed accounts and several ranges of investment funds, offering a balanced range of high-performing and recognized products - cross assets. A dynamic, go-head employer who are extremely well-established and successful.  They offer a rewarding career path for like-minded, experienced individuals. Given the human size of the organisation, you will have greater visability, a broad depth in the role, with the ability to make decisions and have greater impact on the business.

Position:

As senior risk professional, coming from the market risk space, for this dynamic asset management company, your background should ideally include having worked as either a portfolio manager or trader. Your role will incorporate all elements of risk management for institutional clients working closely with the fund managers and clients, as well as other internal and exterrnal stakeholders. As well as general risk oversight and risk metrics, this role will include investment decision calls.

Duties will include, but not limited to:
 

  • Measure, analyse and discuss the market risk profile and P&L of portfolios: risk indicators, risk exposure, performance attribution, performance contribution, stress tests, risk-reward ratios
  • Support the chief risk officer in the design and implementation of an adequate risk framework to control and manage market risk (e.g., design reports, recommend risk indicators and risk measures)
  • Analyse how successful and efficient Portfolio Managers are  in the use of their allocated risk budget to deliver superior risk-adjusted returns compared to the competition
  • Monitor portfolios on a daily basis, monitor main trades and main investment ideas, identify style drifts and underperformance patterns
  • Analyse root causes of underperformance
  • Advise and challenge portfolio managers about market risks & performance on an ongoing basis
  • Prepare regular reports for the Head of Investments/CEO about market risks; take in charge ad-hoc analysis; monitor closely underperforming portfolios/strategies
  • Recommend changes to the risk budget, investment guidelines & limits, investment strategy and /or investment process according to the CRO
  • Organise Portfolio Review meetings (Investment Review Boards) with the CRO


Profile:

  • Minimum 10 years experience in asset management, trading or portfolio management
  • Previous experience as a portfolio manager or as a trader a must
  • Strong on the portfolio management side from risk perspective - market risk exposure for institutional clients preferred
  • Degree in business administration, finance or  sciences/ IT/engineering, CFA a plus
  • Very strong investment experience & knowledge; passionate about financial markets
  • Strong quantitative & IT skills
  • Ability to be a recognized as a peer by portfolio managers to challenge them/face-off about their portfolio positions and risks
  • Pragmatic, results-oriented
  • Ability to work under pressure and set priorities
  • Strong verbal and written English and French
  • IT skills: Matlab, Bloomberg, Factset
  • An autonomous and dynamic person but also a team player
  • At ease in a small structure
  • Used to a broad role and happy to get "hands-dirty"
  • Swiss resident