|0203 145 3380|
You be responsible with assisting the Investment Risk Team with the development of in-house risk models, integration of third-party tools, and identification, management and reporting of investment risk. This role will focus primarily on project work and coding but will also require strong involvement in BAU tasks and ad-hoc queries. The function is responsible for implementation of risk management policies and monitoring procedures so that the business maintains an adequate level of control. The team’s headline responsibilities include collateral and credit risk, stress testing and scenario analysis of liquidity risk, pricing policy, derivative exposure monitoring and trade approvals.
- Day-to-day responsibilities:
- Investment risk
- Preparation, reviewing and compiling of predictive and historical scenario analysis according to in house proprietary risk model
- Development of the in-house risk management toolkit, including predictive scenario analysis system, stress testing, margining and exposure, factor exposure, etc.
- Monitoring of global exposure, VaR, potential exposure, liquidity, counterparty risk management, and any further controls in place to measure investment and counterparty risk and comply with regulatory and internal limits.
- Preparation of periodic reports and packs for committees and boards.
- Collateral management oversight
- Monitoring of collateral exposure to check that OTC positions are correctly covered via initial margin and variation margin. Including raising issues or breaches to the appropriate persons
- Derivatives pricing oversight
- Monitor daily independent derivative pricing verification through quantitative analysis
- Manage derivative trade population in valuation platform
- Personal skills, knowledge and talents
- Strong analytical skills
- Capability to communicate on complex subjects in a simple and robust manner
- Value and respect the contribution of others
- Maintain high standards of accuracy, demonstrating the initiative and self-discipline to work on your own and take responsibility for output
- Demonstrate the willingness to develop new ideas into working tools
- Skills, knowledge, experience and qualifications
- Ability to code in Python
- Knowledge of Bloomberg a plus
- Interest in financial markets and understanding of relevant asset classes
- Knowledge of derivatives (FX, Equity, Rates) and their basic pricing models
- Degree in finance or related quantitative discipline.
Bruin recognises the positive value of diversity, and aims to promote equality and challenge unfair discrimination. As a champion of equal opportunity employment we welcome applications from all suitably qualified persons – men and women, people of all ages, sexual orientations, nationalities, religions and beliefs. We particularly encourage applications from women, disabled, and Black, Asian and minority ethnic candidates as these groups are underrepresented throughout the financial services industry. Our clients work with us because they value a diverse workforce, and subscribe to our shared principle that all appointments are made on merit and that ability to perform the job will be the primary consideration.
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