Investment Risk Manager
1 dia atrás
Responsibilities:
- Provide independent review and challenge on the exposures being run, in the context of each portfolio's investment objectives;
- Monitor and control liquidity risk and limits;
- Organize and chair local Risk Management Committee and contribute analysis, review, and discussion at other Risk and Performance Committees;
- Run simulations and risk analyses for new instruments and products;
- Attend local clients' Due Diligence;
- Run performance attribution reports, controls, and analyses.
Requirements:
- Experience and knowledge with the following asset classes: Equities, fixed income, derivatives, FX, and ideally alternative products;
- Experience with predictive risk models, explain the key assumptions and model outputs;
- In-depth experience with excel, VBA, and Python coding experience;
- Degree in finance-related discipline, with some post-graduate study (CFA or FRM would be regarded);
- Excellent command of the English language;
- Portfolio Compliance knowledge (CVM and Institutional Clients' Regulators knowledge will be will be regarded
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