Portfolio Risk Officer

Our client is a large investment firm with an AUM of 200 billion focused on investing their resources into globally diversified portfolios.

Description

The key responsibilities are as follows:

• Identify, assess, monitor, report and control risks from an economic, market and quantitative perspective for all risk disciplines with a particular focus on market risk
• Operate within multiple asset classes: public and private investments in Equities, Fixed Income, Private Equity
• Real Estate, Global Special Situations, Infrastructure and Hedge funds
• Build, manage, and update databases for risk modelling
• Reconcile investments as represented within risk systems with other internal records
• Produce regular risk reports (e.g. Market Risk Report, Liquidity Risk Report, and Counterparty Credit Risk Report)
• Monitor market and credit risk using external risk systems
• Support risk budgeting and risk / asset allocation projects

Profile

The ideal candidate will:

• Have a Master's Degree from a recognized university in Mathematics, Physics, Engineering, Business, Finance or Economics
• PhD, CFA, FRM, PRM, CQF or MBA preferred but not mandatory
• Approximately 5 to 8 years of general investment experience with preferred risk experience
• Work experience within asset management, endowments, sovereign wealth fund, multi‐strategy or global macro hedge funds or similar
• Good understanding of risk measures and analytics including VaR, stress testing, scenario analysis, duration etc.
• Ability to use different information systems (Bloomberg, FactSet, etc.)
• Exposure to risk systems such as RiskMetrics, MeasuRisk, Investor Analytics, Algorithmics etc.
• Writing and maintaining VB macros and programming
• Good communication and presentation skills in English (spoken and written)

Job Offer

Great benefits and international exposure