Senior Investment Risk Manager - Fixed Income

Location: London

Date Posted: 10 September 2022

Category: Investment

Job Type: Permanent

Job ID: Competitive

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.

The candidates' responsibilities will be:

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.

The ideal candidate will have the following profile:

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.