Quantitative Risk Manager (Fund Manager)

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Organisation

 

A Blue-Ribbon Fund Manager is looking for a Risk Manager to join a burgeoning team to support Portfolio Managers with a very diverse investment strategy. A highly desirable destination if you were in a narrow role within a large organisation or consulting and wishing to make the move into a pedigree brand.

 

Role

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• Support Risk and Investment teams

• Oversight across Fixed Income, Credit, Real Estate & Infrastructure asset classes

• Provision of commentary to senior audiences within the business, including at C suite level

• Represent Risk Management on the new product steering committee

• Provision of Market, Credit and Liquidity risk oversight and reporting

• Development of new risk modelling to capture new products via programing – in conjunction with the Quant Tech team

• Monitor and support the stress testing process, cVaR and credit risk exposure functions

• Support and drive the development of new risk tools

• Flexible working arrangements

 

Individual

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• Market Risk Management or Quantitative Financial Risk role within a markets environment

• Individuals with Front Office, Technology, Performance Attribution and Vendor experience also of potential interest

• Understanding of funds environment, Portfolio Construction and Factor Risk desirable

• Exposure to Liquidity, Treasury or IR risk desirable

• Exposure to MSCI, Barra, Factset or Charles River desirable

• Understanding of non-linear risk profiles, especially Options

• Tertiary or higher level qualification from a STEM background desirable

• Experience of R, SQL, c#, Matlab or PYTHON desirable

• Professional qualifications, such as FRM, GARP CFA or Masters of Applied Finance desirable

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