Risk Manager, Credit Hedge Fund (VP/Dir), London

Credit (Cash & CLOs), Corp Bonds, Loans, Conv Bonds, MBS, SQL, R, Python

KEY RESPONSIBILITIES:

As a key member of the Risk team focus on multi-strategy credit portfolios
Work closely with traders, portfolio managers and technology teams to maintain, refine and develop new and existing portfolio risk analytics and reports
Provide oversight of the production of risk reports and analytics covering all exposures and drivers of risk and PnL
Investigate Report production and data issues with back-office support groups
Review position, reference and market data loads for completeness and accuracy
Implementation & testing of new data elements or data structure enhancements for reporting

ESSENTIAL SKILLS:

8+ years of experience in Market Risk covering credit products
In-depth knowledge of credit products (cash and synthetic/CLOs) and fixed income of various types (term /loans, HY, corporate bonds, convertible bonds, MBS/ABS, etc.)
Extensive knowledge of commonly used risk metrics for various credit products
Excellent communication skills, both verbal and written
Team player, flexible and cooperative attitude
Coding skills in R or Python
Strong SQL, Excel and VBA; knowledge of Power BI a plus
FRM, PRM or CFA designations a plus
Masters in scientific discipline from a top university

Send job

Sign in to create job alerts

Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.