Description

An outstanding opportunity has arisen within this highly regarded boutique Asset Manager for an experienced Investment Risk professional. You will lead the development of the firm's investment risk framework, ensuring risks are proactively identified, assessed, and managed. You will manage a small team of analysts, balancing strategic direction with hands-on execution to build a best-in-class, reliable investment risk function. Proactively engage with stakeholders and drive continuous improvement of risk methodologies, models, and controls, supporting growth while effectively managing risks.

Role & Responsibilities

• Ensure portfolios remain aligned with their investment risk profiles. Investigate exceptions and follow-up until resolution.
• Understand and use quantitative models to analyse portfolio positioning and implications for portfolio risk or performance.
• Collaborate with portfolio managers, traders and investment analysts to understand risk appetite, challenge portfolio construction, and deliver insightful analysis. Clearly communicate key findings to support informed decision-making.
• Develop modelling methodologies and tools to support complex portfolio analysis and a scalable investment oversight framework. This requires to code data queries, data analysis programs, develop automated reporting and data visualisation solutions.
• Be aware of and analyse regulatory requirements (e.g. UCITS and AIFMD) and establish the necessary processes or monitoring mechanisms to adhere to rules.
• Perform stress-testing activities, design and run adequate stress scenarios, interpret and report results.
• Perform model validation exercises including proposing validation plans, running validation checks, highlighting key assumptions and limitations.
• Incorporate climate change and broader ESG risks in the investment oversight framework.
• Be a key point of contact for investment risk and portfolio analysis related queries across the firm.
• Develop and maintain policies and procedures for example (but not only) the investment risk framework or model risk policy.

Background & Experience

• Circa 10 years experience within financial services (ideally an asset manager) or a vendor of portfolio analytics solutions.
• Strong understanding of equity, fixed income, and derivatives products, including characteristics, pricing and portfolio implications.
• Experience analysing portfolios, interpreting risk and performance drivers, and apply investment concepts in a practical, data driven manner.
• Experience using portfolio analytics software (e.g. Bloomberg PORT, Axioma, Aladdin, RiskMetrics). Knowledge and experience of multi-factor models strongly preferred.
• Experience with scenario analysis and stress testing.
• Demonstrated experience with data management and scripting (e.g. Python, R, SQL) to efficiently produce analysis and reports.
• Experience using BI tools to efficiently visualise and distribute data (e.g. PowerBi, Tableau, Grafana)
• Experience with UCITS and AIFMD products and strong knowledge of those regulations
• Experience managing risk for ESG portfolios

Please note that due to the high volume of applicants responding to our adverts we are regrettably not able to feedback on all applications; only successful candidates will be contacted.