The Investment Risk Manager 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 - 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
- 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 - The candidate should have some experience with a programming language - 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 - Advanced degree in finance, mathematics, statistics, engineering, physics or other quantitative discipline - Project management skills
