Our client, a global investment manager, is hiring a senior investment risk individual to be second-in-command in their risk team. The successful candidate will have the ability to demonstrate quantitative skills including data manipulation and analysis as well as conduct advanced empirical research.
Conduct in-depth risk analysis across asset classes
Identify risks and mitigate those risks, monitor key-risk indicators
Perform stress and reverse-stress testing, backtesting VaR models
Troubleshooting risk models and being able to amend or tweak the models accordingly
Analyse information on VaR changes and drivers
Working with senior stakeholders and other teams to deliver projects
Solid background in investment risk on either the buy-side or the sell-side