Senior Investment Risk Manager - Fixed Income

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

Job summary

A global Asset Management firm in London is seeking an investment risk professional with 7-10 years of buy-side experience. Responsibilities include managing risk for a team of portfolio managers and contributing to market risk modelling. Candidates should hold a degree in a relevant field and possess strong coding skills in Python or R. This position offers a permanent contract in the investment sector.

Qualifications

• Minimum 7-10 years' investment/market risk experience on the buy-side.
• Degree educated in a Science, Finance and/or Mathematical subject.
• CFA or FRM qualification.
• Ability to code in Python or R.
• Very good understanding of fixed income instruments and their specific risk factors.
• Strong organisational and interpersonal skills.

Responsibilities

• Manage risk for a team of portfolio managers, monitoring fund exposures.
• Contribute to modelling market risk in the risk management tool.
• Write reports for senior management.

Skills

Investment/market risk experience

Coding in Python or R

Interpersonal skills

Presentation skills

Understanding of fixed income instruments

Education

Degree in Science, Finance or Mathematical subject

CFA or FRM qualification

Job description

Overview

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.

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.