Investment Risk Manager

08 Jul 2019

Investment Risk Manager

  • Comprehensive, detailed analysis and review of all EMEA funds and accounts to ensure they are run in line with regulatory and mandate constraints from both a performance and risk stand point.
  • Improve the quality and depth of equity and fixed income monthly risk and performance investment review meetings by adding value added analysis such as portfolio style tilts, fundamental risk analysis, scenario analysis and equity ranking tool analysis
  • Work with the Fund Managers during regular meetings to discuss Risk Management within the portfolio.
  • Ensure, where applicable, UCITS regulations are adhered to as well as preparing the platform for new and assess proposed regulatory developments.
  • Provide technical expertise in respect of Investment Risk to ensure all necessary analytics are produced including but not limited to: Risk profiling of funds prior to launch, Value at Risk calculations, Stress Testing, Leverage and exposure calculations, working knowledge of OTC derivatives across equity and Fixed Income, comprehensive understanding of cash settled products as well as exchange traded derivatives.
  • Provide oversight on the supervisory documents on the Risk and Performance platform, including the Risk Management Process (RMP), the Key Investor Information Documentation (KIID), the Risk Profiling Document, and the policies and procedures by which the function operates.
  • Extensive experience within the asset management industry or investment banking and an advanced degree in a quantitative discipline.
  • In-depth knowledge of the funds industry, both on regulated unitised funds and unregulated separately managed client mandates.
  • Knowledge of both single and multi-asset investment strategies as well as an in-depth knowledge of the instruments used with the asset allocation.
  • Experience of monitoring derivatives across both Front Office and Middle Office perspective.
  • A broad understanding of financial markets, their drivers and key risks and how these translate on to the portfolios themselves.
  • Understanding key risk management techniques including; exposures, leverage, volatility, Value at Risk stress testing, liquidity monitoring, regulatory frameworks.

Morgan McKinley is acting as an Employment Agency in relation to this vacancy.

Please note that any references to salary or pay rates in this advertisement and in the salary refinement section are indicative only and should only be used as a guide.

Nicholas White's picture
Consultant | Risk Management Recruitment
London +00442070920201 |