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|Sector||Credit & Risk Management|
Leading Investment Manager seeking a Portfolio Risk Manager to join their London office.
Collaboration with PM and Risk team on:
-On ex ante risk budgeting, attribution, and scenario analysis/stress testing.
-Understanding risk and performance drivers in detail and highlight areas of concern proactively.
Review portfolio composition and concentrations, and manage associated risk by analysing and identifying risk issues in the form of market
Monitoring general market and factor risks across portfolios. Track and present return/alpha attribution
Evaluate systems and business practices with special focus on the alternatives complex.
Partner with the PM Analytics department to ensure that relevant risk measures are correctly estimated and aggregated in portfolios across range of asset type and provide the portfolio management team with analysis on risk factor exposures and portfolio construction.
Develop and maintain macro stress tests to estimate portfolio return in hypothetical adverse market events as holdings and market conditions warrant.
A Masters degree in a quantitative or related field
5 years + of experience in a closely related position in the financial services sector. This must include:
Applying global macroeconomics, financial analysis, and risk modelling to forecast and evaluate risk; evaluating liquidity, leverage and risks for derivatives products
Developing analysis/reporting tools in Excel and VBA.
At least 1 year of experience must involve utilizing SQL databases; and identifying, assessing, and evaluating portfolio risk using a range of quantitative tools and financial risk management techniques, including stress testing and calculating performance attribution, market risk, liquidity risk, counterparty risk, operational risk, and concentration risk.
Programming skills beneficial - working knowledge of Python helpful
For applications or enquiries, email Simeon.Randell@BRUINFinancial.com
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