Senior Investment Risk Manager

Employer
Hazel Cameron Associates Ltd
Location
London, United Kingdom
Salary
highly competitive
Posted
Oct 06, 2020
Closes
Oct 19, 2020
Ref
8604549
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
The Senior Investment Risk Manager (Public Markets) is one of the key contributors to the design and development of the investment risk frameworks and processes. They are expected to contribute to investment risk management discussions with key stakeholders, including contributing towards a project to design a more suitable risk based allocation framework for investment management. They will also contribute to developing IRM's capabilities in the measurement and monitoring of investment performance and risk across Public Market investments and the total Fund.

Key Responsibilities:

• Provide risk advice to the investment teams and investment committees in the origination phase and in investment phase of strategies, managers and investments in Public Markets

• Monitor and advise on the risk profile of strategies and investments in Public Markets with an emphasis on Alternative Risk Premia, Fundamental Equity, Fixed Income and Total Return

• Provide top-down advice on portfolio construction, tactical asset allocation and hedging decisions across the Public Markets Pooled Funds, in particular for the Growth Fund.

• Be a thought leader on investment risk management in public markets and build relationships with international peers

• Contribute to the design of Investment Risk Governance for Public Markets, as part of the wider Investment Risk Governance Framework

• Help tailor performance and risk reporting on Public Markets for a wide audience in cooperation with the Risk Analysts and BI specialist in the Investment Risk Management team

• Advising on appropriate risk systems and tools, and ensuring modelling capabilities are well suited and matched to the IRM team tasks and our wider investment process

• Develop strong and collaborative relationships with Investment Managers, Operational Due Diligence team, and the wider Investment Risk Management team Project Activity:

• Contribute to significant project work to develop the investment risk function and in particular the investment risk based allocation project. This project is a collaboration with the Chief Fiduciary Officer, Investment Strategy and Research and IRM via the Investment Risk Manager Client and Total Fund

• Offer support to projects in and outside of the Investment Risk Management team

Knowledge required:

• Excellent knowledge of risk budgeting / risk allocation with factors in a multi asset context (equity, fixed income, rates, inflation linked, real estate and FX)

• Excellent knowledge of quantitative investment risk measurement techniques

• Excellent knowledge of investment risk management systems from a model perspective (such as Axioma, Barra, Risk Metrics, APT)

• Advanced knowledge of fixed income investments in particular credits is preferred

• Advanced knowledge of liquidity risk and counterparty risk management is preferred

• Advanced programming skills with a preference for R and Python. Good SQL knowledge is a strong advantage

• Experience working in an investment management or investment consultancy in front office or investment risk management role

• Capable of both bottom up investment analytics and top down strategic thinking.

• Confident in building and maintaining strong relationships with investment teams in an advisory and collaborative role for which you act as their first point of contact from the Investment Risk Management team

• Excellent verbal and written communication skills including the ability to communicate complex work and translate it in a concise and strong message suitable for an Investment Committee

• Organizational skills including project work

• Ability to deliver to deadlines

Qualifications:

• A master's degree preferably in quantitative finance or related subject

• A post graduate qualification like CFA, FRM and or CQF

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