Some key responsibilities of the successful candidate will include:
• Supporting the lead Investment Risk Manager for Portfolio Solutions to quantify, analyse and challenge the Investment Risks run within the Portfolio Solutions' business.
• Developing risk frameworks and controls for new portfolios and enhancing these for existing portfolios.
• Ensuring risk exposures are stress tested in response to changing potential market scenarios.
• Performing ad hoc analysis and thematic reviews across portfolios and strategies to identify; emerging risks, sensitivity to forecast or potential market developments, exposure to particular market segments.
The ideal candidate will have the following experience, knowledge, attributes and qualifications:
• University degree plus appropriate professional or post-graduate qualification or equivalent
• Extensive experience with Liability Driven Investment (LDI)
• Experience and understanding of derivative overlay strategies and their various implementations (e.g. volatility control, protection strategies, etc.)
• Clear, logical thinker, able to break down a problem into bite-size components, and plan the required steps of a project to arrive at a solution
• Strong communication skills. Not only verbal, but also an ability to write papers in a clear coherent structure
• Comfortable with speaking up / providing challenge, whilst simultaneously managing internal relationships
• Proactive in taking ownership of risk initiatives and engaging with business partners across the company.
• Understanding of risk measures and methodologies.