Director -  Portfolio Risk Analytics 

 

Organisation

 

An International Investment Manager is looking for a Local Head for their risk analytics function reporting offshore to the Regional MD

 

Role

 

• Lead a team of Quantitative Analysts and Risk Managers providing oversight across Market and Liquidity Risk

• Drive the development of financial modelling used in the business and line 2 Risk management and reporting including validation responsibilities

• Ownership of line 2 risk reporting suite including VaR, Stress testing, Exposure & Sensitivity reporting

• Oversight of preparation and delivery of risk reporting to Board and Business

• Drive Vendor engagement for Risk Infrastructure initiatives and work directly with Risk IT functions

• Support and develop the framework and methodologies in line with the development of the business and impact of regulatory change

• Representation of Risk Management on the New Product steering committee

• Function also provides consultative services to teams developing Performance Attribution and Factor Analysis  

• Support the continuous improvement across the business

 

Individual

 

• Proven track record of leading a Market or Investment Risk function across Traded Markets, Treasury or Funds Management 

• Knowledge of Liquidity, Market Risk, IRRBB, Model Validation and Prototyping, VaR and Risk Sensitivities

• Ability to work in an AGILE environment with exposure to Confluence and JIRA

• Depth of knowledge across R or Python and ability to work large datasets

• Exposure to Aladdin or similar vendor systems desirable

• Exemplary academic record of achievement in a Quantitative or STEM discipline

• Strong organizational skills

• Impeccable communications both written and verbal

• Ability to work under pressure

• Ability to drive multiple projects simultaneously

 

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