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Job Details

Investment Risk Manager

London, United Kingdom, Permanent

Posted: 21 hours ago

Description:

Key Accountabilities

  • Portfolio analysis, measuring and assessing the risks within investment portfolios (e.g. volatility and FRAR/VaR measures, portfolio biases, factor sensitivities etc.).
  • Interpret the output of the Fund's risk management system.
  • The setting of appropriate risk limits, monitoring of these limits and escalating issues as appropriate.
  • Helping to maintain and build Investment Risk frameworks for differenttypes of risk such as liquidity risk, market risk, derivatives risk and counter-party risk
  • Keep up to date on various risk plans and actions
  • Measurement and assessment of portfolio liquidity.
  • Measurement, monitoring and assessment of portfolio leverage.
  • Portfolio stress testing and scenario analysis.
  • Working with the Senior Manager Responsible Investment to incorporate
  • ESG (and climate change) risk factors into risk modelling.
  • Developing RI/ESG risk metrics in conjunction with the RI team
  • Generation of risk reports for internal boards, investors and externalregulators as required, including Global Exposures, VaR back-testing, portfolio stress testing, liquidity analysis and liquidity stress-testing with the support of the risk analyst.
  • Managing the annual review of the Risk Management Process and Risk Profiles.
  • Presentation of risk reports to relevant stakeholders as required, covering all aspects of risk measurement and assessment.
  • Setting default benchmark and model for new portfolios
  • Provide input from an investment risk perspective into the ongoing development and maintenance of the Trustee's overall integrated Risk

Challenges

  • Helping to maintain and build Investment Risk frameworks for different types of risk such as liquidity risk, market risk, derivatives risk and counter- party risk using the risk system
  • Producing key management information for stakeholders and communicate with all levels of the organisation including Trustee directors, Trustee Executive, the Company and external advisors.
  • Keep up to date on various risk plans and actions
  • Maintain highly effective working relationships across all stakeholders.

Experience

  • Experience and expert knowledge in investment risk across asset classes
  • Asset Management experience in a risk role
  • Strong numerical and analytical skills
  • Excellent Excel / Risk system skills
  • Ability to work accurately and in an organised manner
  • Team player with good communication skills
  • Willingness to be flexible in order to meet deadlines
  • Strong understanding of investment processes, security types and financial market data/ Analytics

Job Details

1304853035
Full Time
London, United Kingdom
Permanent