Head of Stress Testing - Investment Risk, Director
Global asset management firm seeks a Head of Stress Testing for Investment Risk at D level.
The Investment Risk and Analytics team forms part of Global Risk and is responsible for measuring and reviewing all aspects of Investment Risk across all funds at the firm including market risk, derivatives risk, fund liquidity risk and counterparty risk.
Purpose of your role
The primary function of the role is to provide act as the lead for all aspects of Stress Testing across Fixed Income, Multi-Asset and Equity franchise fund ranges for Investment Risk. The individual will be expected to help build the Stress Testing Framework, define the
models and work with the analytics team to deliver the results and present findings to the interested parties.
The individual will be expected to work effectively as part of a matrix organisation and work closely with other members of the Global Risk team.
Define the approach to Stress Testing across entire Fund range in relation to Market Risk, Liquidity Risk and Counterparty.
Own the Stress Testing framework in conjunction with each asset class lead incorporate regulatory requirements and industry best practice.
Working with the analytics and operations team define and implement the analytical models and operational approach to stress testing framework on a regular basis.
Provide relevant management information including the escalation of material issues to senior management, including materials for boards
Attend client and regulatory meetings.
Stakeholder management at all levels across the organisation including the investment team and fund managers
Experience and Qualifications Required
Proven risk expertise of investment risk function ideally within an Asset Management firm or investment bank.
Excellent understanding of Stress Testing approaches and regulatory requirements in Asset Management.
Excellent knowledge of major asset classes including Fixed Income, Equity and Derivatives.
Superb analytical skills with a solution focused mindset.
Data Analysis and coding experience especially in Python, Matlab or equivalent
Strong communication skills
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