Interim Investment Risk Manager - Equities

Carnegie Consulting
London, United Kingdom
GBP90000 - GBP110000 per annum + plus benefits
Oct 15, 2019
Nov 09, 2019
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Reputable Investment Management firm with over US$ 300 billion assets under management require an experienced "Interim Investment Risk Manager - Equities" - (Fixed Term Contract 6-8 months)

The "Interim Investment Risk Manager - Equities", will be providing support, to the businesses Investment Risk Management framework, covering equity and fixed income assets (bias towards equity). The overall Investment Risk function is responsible for developing and implementing a standardised framework to measure, monitor market and investment risks on a form-wide basis.
  • Working with senior risk managers to ensure investment risks are understood by Portfolio Management and other key stakeholders (e.g risk committees, fund boards), and consistent with fund or mandate objectives and risk constraints
  • Analysing equity components and equity led strategies, and presenting findings to senior management
  • Acting as an equity risk subject expert, to field enquiries and requests for reviews and analysis from senior management
  • Assisting with risk analysis and reporting across a range of asset classes managed by the business, including equities, multi-asset, alternatives and real estate
  • Ensuring risk management requirements of UCITS and AIFMD regulatory frameworks are met across relevant funds
  • Production of weekly/monthly/quarterly risk management reporting for a range of internal and external audiences from a regulatory requirement and wider risk framework perspective
  • Supporting risk analytical tools
  • Implementing risk report creation and analytics calculation and integration of risk models through firm-wide projects
  • Training other Associates on mapping tools, risk analytics database, support applications and third-party enterprise-wide risk management products
  • Monitoring and enhancing risk data quality for portfolio management systems
  • Working with vendors and internal associates to address and fix modelling issues

The successful individual will have the following;
  • Knowledge/Experience spanning market risk, equity risk factors, credit risk, asset modelling and analytics coupled with a detailed understanding of risk management requirements of both UCITS and AIFMD regulatory frameworks
  • Strong knowledge of quantitative risk analysis around risk factor exposures and equities would be preferable
  • Strong communication skills, and stakeholder management experience
  • Knowledge and experience with MSCI's BarraOne, Barra Developer toolkit and Barra Optimiser desirable
  • Experience with Matlab and or Python desirable
  • Educated to degree level (Preferably Mathematics or Science) with a background and understanding of equity factor analysis and asset modelling FRM/ACA/CFA preferred
  • MS SQL server querying experience key

This is an excellent opportunity for someone to work for a reputable Investment Management firm. The individual will have a strong record of achievement, coupled with strong technical skills and academics.

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