Summary: A Global Asset Manager covering a wide range of global, regional and country-specific strategies, both traditional and alternative (equity and fixed income) are looking for a Quantitative Risk Manager to lead the risk management function for a designated group of strategies and support the risk management framework across the board.
- Lead the Risk Management team, leading monthly risk committees and presenting the fund's performance, risk appetite and recommendations.
- Assist with the development and implementation of a robust risk management framework, liaising with IT, PM's and senior management.
- Carryout and in-depth quantitative analysis on all models, including risk and reporting models, and the continued optimisation of risk tools used in the front office by the traders, using Excel, Python, VBA and SQL.
- Ensure all funds are compliant with the UCITS Investments and other limits set by the central bank and other regulators.
- Monthly review of derivatives and Financial Derivatives Instruments positions of the funds.
- Analyse, review and test the current Liquidity risk management policies with the Investment Managers and the board.
- Carryout quarterly reports on risk breaches and flag findings to the board with your recommendations for change
- Identify current and emerging risks/market risk.
- Carry out ad hoc analysis across risk and for the PM's, answering any questions or concerns surrounding the funds and new products.
- Tasked with new product design, carrying out detailed analysis and continued development of the models across all funds (old/new), products and risk associated to the platform.
- Working closely with portfolio managers, communicating your findings in a non-technical manner for complete understanding and coherence.
- Sitting on the investment committee, you will be expected to approve all new trades and business activities.
- A Master's degree in Quantitative Finance, Mathematics, Physics, or other science disciplines.
- Strong experience with fundamental and systematic/quantitative investment techniques - familiarity with Long/Short techniques
- Minimum of 6 years' experience working in a Risk Manager role within an Asset Management environment.
- Excellent IT proficiency using Excel, VBA and SQL.
- Strong written and oral communication skills, with the ability to speak to a non-technical audience, senior management and external investors.
- Have the gravitas of both managing a team and mentoring more junior colleagues, challenging the front office, senior management on business activities.
- Strong Risk Management knowledge within Equities and Fixed Income.
- Experience using portfolio analytics software, including Factset, Statpro, Bloomberg Port or Aladdin.
- The candidate must have a strong work ethic, thoroughness, focus and a commitment to excellence