My client is a leading Asset Manager who are looking for someone to join their Investment Risk team as they are in a period of growth.
My client is currently looking for someone to join the team, the role will report into the head of the team directly.
- Develop and maintain the key investment risk analysis and risk reporting systems used by the investment risk team.
- Conduct statistical analysis of portfolio/ market risk, and present findings.
- Work closely with the existing team to deliver high quality investment risk management information for committees, forums and regulatory reports.
- Work with the team to create enhanced quantitative risk solutions and tools for the risk and investment functions.
- Able to communicate effectively within the team and beyond to senior members of the company as required.
- Degree level qualification within a numerate or scientific discipline.
- Advanced degree or professional qualifications desirable.
- Must be familiar with empirical (historical, Monte Carlo) and parametric (factor based) risk systems.
- Prior experience of working with VAR, stress testing, scenarios analysis, liquidity and factor risk decomposition.
If you would like to know more please feel free to send me an email: MK@Barclaysimpson.com