The role's principal responsibility will be to manage the day‐to‐day portfolio risk assessment, monitoring and reporting of client's investments and preparing presentations for committees and liaising with investment teams to analyze potential transactions.
Our client is a large investment firm with an AUM of 200 billion focused on investing their resources into globally diversified portfolios.
The key responsibilities are as follows:
- Identify, assess, monitor, report and control risks from an economic, market and quantitative perspective for all risk disciplines with a particular focus on market risk
- Operate within multiple asset classes: public and private investments in Equities, Fixed Income, Private Equity
- Real Estate, Global Special Situations, Infrastructure and Hedge funds
- Build, manage, and update databases for risk modelling
- Reconcile investments as represented within risk systems with other internal records
- Produce regular risk reports (e.g. Market Risk Report, Liquidity Risk Report, and Counterparty Credit Risk Report)
- Monitor market and credit risk using external risk systems
- Support risk budgeting and risk / asset allocation projects
The ideal candidate will:
- Have a Master's Degree from a recognized university in Mathematics, Physics, Engineering, Business, Finance or Economics
- PhD, CFA, FRM, PRM, CQF or MBA preferred but not mandatory
- Approximately 5 to 8 years of general investment experience with preferred risk experience
- Work experience within asset management, endowments, sovereign wealth fund, multi‐strategy or global macro hedge funds or similar
- Good understanding of risk measures and analytics including VaR, stress testing, scenario analysis, duration etc.
- Ability to use different information systems (Bloomberg, FactSet, etc.)
- Exposure to risk systems such as RiskMetrics, MeasuRisk, Investor Analytics, Algorithmics etc.
- Writing and maintaining VB macros and programming
- Good communication and presentation skills in English (spoken and written)
Great benefits and international exposure