The role will have coverage across a variety of asset classes, and different facets of Investment Risk i.e. Market, Liquidity, Counterparty and Event Risk. You will also be working closely, with the front office, with other Risk Managers and the Portfolio Managers, your responsibilities will be to:
- Analyse investment processes and monitor Fixed Income, Global Macro and Multi-asset portfolios for the purposes of effective risk management on behalf of our clients
- Analyse portfolio construction using risk models, quantitative analysis and in-house tools
- Support new business initiatives, ensuring that Investment Risk provides both challenge and value-add as part of this process.
- Act as the point of contact between the the Risk and Investment Teams across asset classes.
- Partner with investment teams on risk budgeting, portfolio construction and portfolio optimisation strategies
- Use a variety of risk models and expert judgement based on market conditions. Design and analyse risk attribution reports for use by the Portfolio Managers
- Design suitable risk frameworks to empower our investing teams to deliver against client objectives
- Develop and maintain risk models, risk indicators and risk reports
- Previous experience in Risk management, preferably with an Asset Manager.
- Experience working across a variety of Asset Classes, including Fixed Income, Equities, and Multi-asset.
- Extensive knowledge of risk models, analytics and stress testing
- Strong knowledge of capital markets and derivatives instruments
- Quantitative orientation, financial and statistical knowledge