Portfolio Risk Officer

International Permanent
  • Great benefits
  • International exposure

About Our Client

Our client is a large investment firm with an AUM of 200 billion focused on investing their resources into globally diversified portfolios.

Job Description

The key responsibilities are as follows:

  • Identify, assess, monitor, report and control risks from an economic, market and quantitative perspective for all risk disciplines with a particular focus on market risk
  • Operate within multiple asset classes: public and private investments in Equities, Fixed Income, Private Equity
  • Real Estate, Global Special Situations, Infrastructure and Hedge funds
  • Build, manage, and update databases for risk modelling
  • Reconcile investments as represented within risk systems with other internal records
  • Produce regular risk reports (e.g. Market Risk Report, Liquidity Risk Report, and Counterparty Credit Risk Report)
  • Monitor market and credit risk using external risk systems
  • Support risk budgeting and risk / asset allocation projects

The Successful Applicant

The ideal candidate will:

  • Have a Master's Degree from a recognized university in Mathematics, Physics, Engineering, Business, Finance or Economics
  • PhD, CFA, FRM, PRM, CQF or MBA preferred but not mandatory
  • Approximately 5 to 8 years of general investment experience with preferred risk experience
  • Work experience within asset management, endowments, sovereign wealth fund, multi‐strategy or global macro hedge funds or similar
  • Good understanding of risk measures and analytics including VaR, stress testing, scenario analysis, duration etc.
  • Ability to use different information systems (Bloomberg, FactSet, etc.)
  • Exposure to risk systems such as RiskMetrics, MeasuRisk, Investor Analytics, Algorithmics etc.
  • Writing and maintaining VB macros and programming
  • Good communication and presentation skills in English (spoken and written)

What's on Offer

Great benefits and international exposure

Gitika Agarwal
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Job summary

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Consultant name
Gitika Agarwal
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