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Front office risk manager, Senior cross-asset specialist, Zurich, Switzerland, Base salary 130,000CHF - 150,000CHF + bonus & additional benefits
One of the World's leading and most prominent Asset Management Firms is looking for a cross asset risk specialist to take a leadership role in working with portfolio managers on all aspects of the portfolio construction process.
The successful candidate will work closely with the MD's and the CRO and should be experienced with the intricacies of managing portfolios against a benchmark and be well versed in overall market activity.
They will ideally have buy-side experience as well as exposure to portfolio management and construction. The role is entirely front office focussed, thus being challenging and extremely fast paced.
The risk team within this group has won a number of awards and is widely regarded as one of the leading, pioneering teams throughout the industry.
You will be working with the strongest risk managers in the business as well as working with industry leading technology.
The senior market risk manager will have the following responsibilities:
-Coverage of industry-leading Rates Exotics & Hybrids business,
-Work with the Front Office, Credit, Finance, Valuation & Policy group, Quantitative Research, Model Review Group, Finance and Middle Office as lead contact for all risk management issues,
-Responsibility for setting Market Risk Limits framework,
-Responsibility for defining best practice VaR and stress scenario methodology and analytics and fulfil a lead role in multi-year technology spend to upgrade market risk technology,
-Highlight concentrated or concerning risk positions and work with Desk Heads and Business Head to ensure appropriate reporting, transparency and management,
-Track current market environment against core risks to ensure P&L surprises are avoided,
-Participation in ad hoc projects and requests (eg as required by senior management, internal and external audit, other departments),
-Liaising with front office on new trades approval, booking requirements, and limits,
-Help designing new risk measures, systems, and reports (implementation done by aligned but separate risk function),
-Contribution to regular (weekly and monthly) risk summaries for senior management in.
The successful candidate is likely to have the following background and skill set:
-University degree in Finance or some quantitative subject (Science, Engineering),
-Hands-on experience of financial markets and risk management,
-Experience in risk/return estimation, portfolio optimization and attribution of risk and return,
-Good IT skills (eg Microsoft Office suite, VBA, Barra, RiskMetrics, Bloomberg , past experience with Front Office systems and some database knowledge would also be useful. ),
-Excellent analytical and interpersonal skills,
-Very good writing and communication skills,
-Team player,
-Fluency in English, German a strong plus.
Please send all applications by mail.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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