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Our client a reputable buy-side firm with operations covering North America, Asia and Continental Europe require a "Senior Portfolio Risk Manager" to be based in Edinburgh/London/Netherlands. The, "Senior Portfolio Risk Manager", will work within Portfolio Risk Management, a team comprising of seventeen investment risk professionals, located across four offices, and in three countries.
The successful individual will be responsible for the "value chain" across risk process management, to include risk identification, risk monitoring, and risk measurement. The incumbent will actively challenge portfolio management and risk reporting. Its' important that the individual tracks the development of new products, in-house models', and investment mandates in unison with the Account Management and Portfolio Management teams. The individual needs extensive knowledge of Real Assets, and ability to perform detailed reviews, discussions, and challenge the business where necessary.
The individual will be responsible for the following:
Principally focused on modelling and monitoring real asset portfolios globally including listed and unlisted real estate, commercial mortgage loans, agricultural debt, and structured products
Provide independent risk insight and oversight - maintaining a detailed understanding of positioning, risk drivers, performance, and market dynamics
Engaging and maintaining an open and effective dialogue with portfolio managers and investment team heads to provide and develop risk reporting and value add analysis
Analysing portfolios' risks to support front office, product development, sales strategy, and client servicing activities
Perform ad-hoc risk analysis projects as required by prospects, clients, front office, and other internal users of risk analysis
Drive and support team activities including achieving global team plan
Provide support and mentoring to other less experienced team members
Compliance with all AAM policies and standards
Educated to degree level in a quantitative or mathematical discipline
Extensive experience of portfolio risk management in real assets
Strong knowledge of financial markets, derivatives and risk management metrics including but not limited to VaR, volatility, tracking error, leverage, liquidity, beta, and correlation
Strong communication and interpersonal skills including the ability to fully participate and successfully influence
Excellent problem solving and analytical capabilities
Ability to work under limited direction to meet agreed targets
Experience working as part of a team and influencing the team's success
Ability to remain independent and to demonstrate that independence whilst also providing commercial, practical, and value-add solutions for the business, influencing outcomes positively for all stakeholders
CFA, PRM or FRM qualifications are preferable
Strong proficiency with Microsoft Excel essential. Development experience using VBA or similar languages an advantage
This is an excellent opportunity for a "Senior Portfolio Risk Manager" to join a market leading buy-side institution, with a demonstrable track record in the Investment Risk Real Assets.