Global Investment Risk Officer

Role Description

Excellent opportunity to join a Global Investment Bank and progress your career in the Global Firm and give clients insight into the risks and performance of their investment portfolios.

GENERAL OVERVIEW:

My Clients Analytics platform is a web based application providing a full suite of analytics which give clients insight into the risks and performance of their investment portfolios. Supporting all asset classes the platform computes analytics such as:  stress testing, value at risk (VaR), position specific analytics for derivatives (delta, gamma, vega etc) and fixed income characteristics such as duration and convexity etc.

ROLE:

At its core our business is a calculation engine, whereby accurate client input data is essential to the quality of analytics produced. We are looking for highly motivated, detail oriented individuals, with a strong quantitative finance and IT background to drive best practice data implementations across our business. The successful candidate will:

  • take new clients through the on-boarding process and automate their data feed to the analytics engine ensuring a straight through processing model is established
  • maintain the input schema for our analytics platform – working closely with Financial Engineers to define the data inputs are needed for each product type
  • Change management  for existing data connections to Fund administrators, custodians and portfolio managers
  • Become a subject matter expert in the OTC pricing models on our platform and their associated data needs
  • Work with Financial Engineering teams, product specialists and IT development staff to design and implement enhancements to the tools used to manage client data across the platform

SKILLS & EXPERIENCE:             

  • Min 5 years’ experience in a related role
  • Strong quantitative finance expertise: Market Risk and analytics, stress testing, VaR, fixed income analytics (duration, convexity etc), OTC derivatives pricing models.
  • CFA, CQF, FRM or PRMIA an advantage
  • Strong IT skills: 
    • SQL and relational database management systems
    • experience with at least one scripting language (VBA, python etc)
    • Proficient in Microsoft office
  • Experience with Agile software development an advantage
  • Proven ability to lead complex projects to completion and work to a deadline
  • Excellent communication and presentation skills – ability to synthesize  complex technical information and deliver updates to senior management and other stake holders succinctly
  • LEAN or six sigma skills an advantage 
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