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To assist CRO and credit team in ensuring that all aspects of risk and reporting are maintained to a high standard, breaches mapped, logged and maintained. Database management for AIFMD and risk reporting and analytics for ending periods for clients and stakeholders. Some investment modeling and large amounts of daily risk exposure monitoring are required. Keeping appropriate risk controls, systems, policies and procedures up to date; compiling reports, data and preparing key statistics for, oversights and marketing.
To ensure that fund risk exposures are accurately reported and captured (in APT) in accordance with policy for the CRO, other senior management, the Business Areas and other support areas as required, and to monitor on a daily basis adherence to approved internal hard and soft limits. To this end, the role will assist the CRO and the credit team undertaking regular reporting and data maintenance tasks.
To assist the CRO in developing the office and investment risk infrastructure and the analytics therein, including compliance and risk framework. Develop applications to improve reporting as required and then initiate projects to make these fully supported; to contribute to projects through documenting user requirements and UAT.
To ensure that all risk limit breaches are reported in accordance with policy and logged.
To determine and, where applicable, improve the methodology for accurately calculating risk exposures from new and existing products and business, including portfolio risk measures such as CS01, stress tests for rates, FX and VaR along with an appropriate back-testing framework.
To implement appropriate risk stress and scenario testing to sit alongside credit and operational risk monitoring.
To monitor fund and instrument exposures and other fund information that indicate material changes in the assessment of the Fund (and Firm's) risks, and to inform the CRO and SRA.
To co-ordinate with the ops and marketing teams as required.
Skills, Experience and Qualifications
Educated to degree in numerate/financial/ discipline and/or appropriate professional qualification level, preferably with advanced mathematics or quantitative finance qualifications. PhD and CFA or PRM preferred.
Extensive experience of excel and modeling.
Excellent communication skills, both written and verbal, in English.
Proficiency for making rapid evaluations of new data situations and judgments.
Good team skills, in particular the ability to work closely with other business areas whist maintaining independence.
Able to learn, influence and drive change.
A desire to take responsibility, show initiative and make decisions.
Good knowledge and experience of Excel is necessary and of VBA would be very advantageous. Knowledge of Imagine, APT, Access, SQL, Bloombergis desirable.