Senior Investment Risk Manager - Fixed Income

Mason Blake; City Of London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A global asset management firm in London is seeking an investment risk professional to join their fixed income investment team. The successful candidate will manage risk for portfolio managers, contribute to risk modelling, and write reports for senior management. Ideal candidates will have 7-10 years of buy-side experience, a relevant degree, and skills in Python or R.

Qualifications

• Minimum 7-10 years of investment/market risk experience on the buy-side.
• Strong understanding of fixed income instruments and their specific risk factors.

Responsibilities

• Manage risk for a team of portfolio managers, monitoring fund exposures daily.
• Contribute to modelling market risk for tracking-error and value at risk figures.
• Write various reports intended for senior management.

Skills

Investment risk management

Python coding

R coding

Interpersonal skills

Presentation skills

Education

Degree in Science, Finance, or Mathematics

CFA or FRM qualification

Job description

Job details

Location: London

Date Posted: 10 September 2022

Category: Investment

Job Type: Permanent

Job ID: Competitive

Overview

Our client, a global Asset Management firm, is looking to hire an investment risk professional to join their growing fixed income investment team in London.

Responsibilities

1. Manage risk for a team of portfolio managers, monitoring fund and mandate exposures on a daily basis, analysing risk over time.
   • Monitor daily performance and produce ad hoc performance attributions for funds and mandates, performing daily follow-up of all strategies in place and assess differences in exposure with portfolio managers.
2. Contribute to modelling market risk in the risk management tool to enable the daily production of tracking-error and value at risk figures, implementing the stress-testing and back-testing frameworks.
3. Write various reports intended for senior management.

Qualifications

1. Minimum 7-10 years' investment/market risk experience on the buy-side
2. Degree educated in a Science, Finance and/or Mathematical subject
3. CFA or FRM qualification
4. Ability to code in Python or R
5. Very good understanding of fixed income instruments and their specific risk factors.
6. Strong organisational and interpersonal skills, capable of working within a team and interacting with clients; good presentation skills are essential.