Investment Risk Manager

Investment Risk Manager  

 

Description:

 

The Investment Risk Manager (6-8 years exp.) will be responsible for identifying, reporting, monitoring and analyzing key market risks, lead the development and implementation of risk measurement methodology, and coordinate market risk related initiatives across functional areas.

 

Job Responsibilities Analyze and report risks taken by the Front Office (Trading Systems)Communicate with Front office of the risks and Profit and Loss Design/implement risk reports that improve risk transparency Improve Risk Measurement, VAR, CVaR, and scenarios Assist in risk report production and analyze the reasons of risk profile changes Support risk system implementation and integration work Represent Investment Risk Management Department at cross-functional working groups Initiate process and systems enhancements to improve alignment of risk policy, methodology, and business objectives Contribute to generate risk policies and guidelines Manage a team of people

 

 

Qualifications:

 MUST HAVE: Product knowledge: Equities, Fixed Income, structured credit products, credit flow products Risk/ technical knowledge: market risk and credit risk methodologies, assumptions and limitations of models, inputs and outputs, system issues The candidate should have some experience with a programming language (Any of SAS, Matlab, Visual Basic, Mathematica, C++, Java or the like at a working level) Advanced degree in finance, mathematics, statistics, engineering, physics or other quantitative discipline Project management skills Good Analytical, quantitative and problem-solving skills Good communication skills, ability to work with diversified work force Self-starter, focus to meet deadline and complete tasks

 

Keywords: Investment Management Risk, Risk Management, Trading Floor Risk Manager, Front office risk manager, Investment Risk Manager, Risk Analyst, Investment Systems Risk Analyst, Lehman Brothers, Goldman Sachs, Morgan Stanley, Merrill Lynch