Summary: A Multi-PM Alternatives asset manager in London seeking a Senior candidate to be the number two to the CRO. My client has a proven track record of launching and growing specialist liquid alternative and ESG funds that provide superior risk-adjusted returns across a range of strategies (Long-Only Equity, Long-Short Equity. Global macro, Convertibles etc).
Responsibilities:
- Daily monitoring and assessment of the risks of the portfolios, including market, liquidity and counterparty risks.
- Review daily changes and perform analysis of potential risk issues using a range of tools and risk systems.
- Discuss issues with relevant stakeholders as necessary, leading monthly risk committees and presenting the fund's performance, risk appetite and recommendations.
- Regular interaction with portfolio managers. Ability to convey clearly risk issues and challenge as necessary.
- Assist with the development and implementation of a robust risk management framework, liaising with IT, PM's and senior management.
- Carryout and in-depth quantitative analysis on all models, including risk and reporting models, and the continued optimisation of risk tools used in the front office by the traders, using Excel, Python, VBA and SQL.
- Ensure all funds are compliant with the UCITS Investments and other limits set by the central bank and other regulators.
- Carryout quarterly reports on risk breaches and flag findings to the board with your recommendations for change
- Identify current and emerging risks/market risk.
- Carry out ad hoc analysis across risk and for the PM's, answering any questions or concerns surrounding the funds and new products.
- Tasked with new product design, carrying out detailed analysis and continued development of the models across all funds (old/new), products and risk associated to the platform.
Qualifications:
- A Master's degree in Quantitative Finance, Mathematics, Physics, or other science disciplines.
- Strong experience with fundamental and systematic/quantitative investment techniques - familiarity with Long/Short techniques
- Minimum of 5-10 years' experience working in a Risk Manager role within an Asset Management environment.
- Excellent Python proficiency.
- Strong written and oral communication skills, with the ability to speak to a non-technical audience, senior management and external investors.
- Have the gravitas of both managing a team and mentoring more junior colleagues, challenging the front office, senior management on business activities.
- Strong Risk Management knowledge within Fixed Income or Multi-asset.
