Head of Portfolio Risk Management

Descrizione

Job Description

The ideal candidate will coordinate three teams: Investment Control, Risk Advisory, and MtM Portfolio Risk Management.

Key responsibilities of the role will include:

  • Risk analysis – calculation and interpretation
  • Risk analysis – portfolio attribution and contribution, style analysis, benchmark
  • Limit Controls – setting and monitoring alerts
  • Limit Controls – advisory and implementation monitoring
  • Knowledge of Market Risk, Credit Risk, Liquidity Risk, and Concentration Risk
  • Knowledge of main latest European Regulations ESMA concerning UCITS, AIFMD, or MMF, EMIR, PRIIPs and any other related to asset management business
  • Liaise with and support stakeholders – explaining calculations, fulfilling ad hoc requests, and delivering analytical presentations for internal (Board of Directors, Management Committee etc…) and external clients
  • Process optimization – developing best practices, increasing efficiency, enhancing capabilities, and mitigating risks

Requirements

The ideal candidate will meet the following requirements:

  • University education in Economics, Finance, Mathematics, Physics, Engineering, or related field required
  • Fluent in English (spoken and written); knowledge of other languages, particularly German and/or French, considered an advantage
  • Minimum of 10 years’ experience in Risk Management within an Asset Management Company or Financial Advisory for Institutional Investors
  • Strong knowledge of financial products, business processes, industry best practices, and regulatory requirements for model risk management
  • Knowledge of Private Assets considered an advantage
  • Knowledge of statistical techniques and their application will be a plus
  • Proficiency in tools and software such as Bloomberg, Microsoft Office, and experience with quantitative risk tools like RiskMetrics, SimCorp Dimension (SCD), Microsoft Office; familiarity with VBA, SQL, Python, main databases, and statistical tools for finance is appreciated

Nice to have:

  • Knowledge of Solvency II and LDI solutions would be an additional appreciated skill
  • Well-developed organizational skills, flexibility, ability to collaborate across different departments
  • Availability for business trips
  • Strong team orientation, excellent communication, and creative-thinking skills
  • Focus on continuous improvement, quality, and delivery