- Sydney
- $220k ++
New Role – SM Investment Risk Manager – Fund Manager
Organisation
An International Fund Manager is looking for a Senior Manager for their growing Investment Risk team reporting into the MD
Role
- Lead a team of Quantitative Analysts and Risk Managers providing oversight across Market and Liquidity Risk
- Drive the development of financial modelling used in the business and line 2 Risk management and reporting including validation responsibilities
- Ownership of line 2 risk reporting suite including VaR, Stress testing, Exposure & Sensitivity reporting
- Oversight of preparation and delivery of risk reporting to Board and Business
- Drive Vendor engagement for Risk Infrastructure initiatives and work directly with Risk IT functions
- Support and develop the framework and methodologies in line with the development of the business and impact of regulatory change
- Representation of Risk Management on the New Product steering committee
- Function also provides consultative services to teams developing Performance Attribution and Factor Analysis
- Support the continuous improvement across the business
Individual
- Proven track record of leading a Market or Investment Risk function across Traded Markets, Treasury or Funds Management
- Knowledge of Liquidity, Market Risk, Model Validation and Prototyping, VaR and Risk Sensitivities
- Understands Fixed Income trading strategies
- Ability to work in an AGILE environment with exposure to Confluence and JIRA
- Depth of knowledge across SQL or Python and ability to work large datasets
- Exposure to Aladdin, Charles River or similar vendor systems desirable
Please do reach out for a chat if you’d like more information on this one: graeme.bradley@avenir-consulting.com.au / +61 421 076 087