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Our client a reputable buy-side firm with operations covering North America, Asia and Continental Europe require a "Portfolio Risk Manager" to be based in Edinburgh. The "Portfolio Risk Manager", will have a direct reporting line into the Global Head Portfolio Risk, and form part of an established Portfolio Risk team.
The Portfolio Risk team is involved in the following activities:
Modelling and monitoring equity, multi-asset and investment solution market related risks (VAR, expected shortfalls, volatility, tracking error, Beta, correlation, duration, spread duration, spread DTS, liquidity and optimisation) across global portfolios supporting investment decisions and front office
Providing quantitative and qualitative analysis in terms of risk production, reporting, modelling new portfolios, and validation of derivative valuation methodologies
Ensuring the product suite complies with ESMA, AFIMD, UCITS 40 Act & PRIIPS regulations
On a daily basis the individual will be responsible for the following:
Performing value add risk reporting across equity, multi-asset and investment solutions utilising the businesses in-house systems
Engaging with Portfolio Manager's, investment team heads and the global CIO function, to develop risk reporting and analysis across a range of portfolios
Analyse portfolio risk, and be involved in product development, client servicing and sales strategy
Perform ad-hoc risk analysis projects for clients and front office
Ensure compliance with policies and standards
Ideally educated to degree level in a quantitative or mathematical discipline
Post graduate experience working in a similar role. Post graduate degree is preferred
Programming skills - VBA, Matlab & Python is essential
Extensive knowledge of financial markets and derivatives, LDI/CDI and Solvency 2 is advantageous
CFA, PRM, FRM qualifications preferable
Proficiency in Microsoft Office, including strong Excel skills
Ability to work independently and be proactive, in terms of suggesting improvements to processes and systems
Strong communication, and problem - solving skills
This is an excellent opportunity for a Portfolio Risk Manager/Investment Risk Manager to join a market leading buy-side institution, with a demonstrable track record in the Investment Risk (multi-asset). The role is positioned in the first LOD, and the key stakeholders are the Investment teams, Distribution teams, Senior Management and Operational teams.