Senior Technical Risk Manager
Employment type: Permanent
Specialism: Investment Management – Risk Management
Core-Asset Consulting’s client, an Investment Manager in Edinburgh, has an opportunity for a Senior Technical Risk Manager to join its business on a permanent basis.
You will be responsible for the accurate and timely provision of market and liquidity risk measurement of portfolios and will enhance the use of risk analytics tools across the company to optimise its existing investment processes and provide a competitive advantage in client propositions.
- Undergraduate degree, ideally in a numerical discipline with a significant computing programming component
- Programming skills: Proficient in VBA, SQL Server, Matlab, R or other commonly used programming language.
- Demonstrable relevant work experience in a similar role within the asset management or sell side industry
- Strong knowledge of securities/financial instruments
- Advanced Excel
- Strong numeracy skills and attention to detail
- Strong understanding of risk factors and risk models
- In depth knowledge of portfolio and financial theory
- Working knowledge of risk model(s): RiskMetrics, APT, UBS Delta
- Working knowledge of investment systems: Bloomberg, Factset, Datastream
- IMC/CFA/PRM would be advantageous
- Provide technical leadership in technological builds within the Risk team.
- Develop programming standards and embedding best practices for systems development within the Risk team.
- Develop, build and maintain the Risk team databases and in-house built tools
- Work with key stakeholders within Investment Governance, Portfolio Management and the Global Client Group to understand their risk and portfolio analytics requirements
- Design, development and delivery of innovative solutions, including portfolio construction tools, which enhance the use of risk analytics within the company’s investment process.
- Provide expertise on risk analytics and risk modelling to support the build and design of tools which enhance risk analysis and portfolio construction.
- Effective representation of the Investment Risk Management team in risk-focussed discussions across the company
- Liaison with internal and external data providers to ensure accurate and complete data feeds into our risk models
- Focus on efficiency, scalability and continuous improvement to ensure our risk analytics processes continue to add value
- Establish and maintain robust controls and documentation around the risk measurement processes
- Competitive salary
- Discretionary bonus
- Generous pension scheme