Senior Investment Risk Manager - Fixed Income

Mason Blake; Greater London; On-site; GBP 70,000 - 90,000; Full time

Job summary

A leading asset management firm in London is looking for an experienced investment risk professional to manage risk for portfolio managers and monitor exposures. Ideal candidates should have 7-10 years of experience in investment/market risk, a degree in a relevant field, and qualifications like CFA or FRM. The role involves contributing to risk modelling and producing reports for senior management, requiring strong interpersonal and organisational skills.

Qualifications

• 7-10 years' investment or market risk experience on the buy-side.
• Strong understanding of fixed income instruments.

Responsibilities

• Manage risk for portfolio managers by monitoring exposures daily.
• Contribute to modelling market risk in risk management tools.
• Write reports intended for senior management.

Skills

Investment/market risk experience

Ability to code in Python

Ability to code in R

Interpersonal skills

Organisational skills

Presentation skills

Education

Degree in Science, Finance, or Mathematics

CFA qualification

FRM qualification

Job description

Job details

Location: London

Date Posted: 10 September 2022

Category: Investment

Job Type: Permanent

Job ID: Competitive

Description

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.

The candidates' responsibilities will be:

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.

The ideal candidate will have the following profile:

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.

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