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DATE ADDED: Tue 31/03/2020

Head Of Risk - Global Asset Management Firm

London, UK
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COMPANY: SELBY JENNINGS

JOB TYPE: Permanent, FullTime

SALARY: Negotiable


A large global asset management firm with over $100 billion AUM is looking to hire a senior risk management professional to head the risk management of the firm's quantitative and discretionary strategies.

This team is essential to the company's investment process where they are responsible for performing research that is crucial in the processes of improving risk management, portfolio construction and the firm's overall superior level of performance.

The successful candidate will come from a quantitative background, along with in depth knowledge of equity and fixed income products.

Responsibilities:

  • Lead the development and implementation of investment risk protocol with regular performance reviews to the Exec and Global Investment Committee
  • Lead the risk management team covering the Quantitative Investment platform plus support the risk management effort of fundamental/alternatives as required;
  • Advise portfolio managers on risk taking, hedging activities, portfolio construction and performance attribution using proprietary factor-based risk model
  • Perform quantitative research in factor investing and real-world applications of machine-learning
  • Build innovative and automated risk models and portfolio analytics dashboards.
  • Work with quant analysts and developers in various teams to incorporate such technology.
  • Work jointly with risk managers, quant strategists and various technology and data teams within the firm, to incorporate new models, techniques and regularly interact with exec level employees for business decision making projects.

Required Skills

  • Outstanding academic record - technical/STEM subjects highly desirable;
  • 8+ years of relevant experience and be fully familiar with methods used in managing portfolio and portfolio risk, as well as other types of portfolio analysis;
  • Experience in systematic/quantitative equities highly desirable;
  • Technical in nature, with solid understanding of mathematical/statistical processes;
  • Familiarity with quantitative investment techniques desirable
  • Sell-side experience as quantitative researcher/strategist will be considered if the experience/knowledge is very broad
  • Comprehensive understanding data analysis packages (Excel etc);
  • Programming experience (VBA and Python required; SQL also preferred);



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