City of London, London
£400 - £500 per day
6 months ago
My client are looking for an investment risk manager to assist the Investment Risk team with enhancing their LDI oversight capabilities and improving existing processes related to LDI oversight.
The role focuses on delivering solutions to gaps in oversight arising from the growth in size and complexity of LDI Mandates or gaps identified as part of ongoing projects to improve operating infrastructure within the business. The role will focus on LDI mandates, including FX-hedging mandates and synthetic equity mandates; for both segregated and pooled portfolios. Reviewing existing portfolio guidelines, setting up new guidelines for monitoring purposes and assisting in the design, testing and implementation of investment oversight processes will be the primary day-to-day tasks of the role.
- Assist with independent risk oversight for LDI business - maintaining a detailed understanding of underling positions, risk drivers, performance outcomes and market dynamics/volatility.
- Assist with developing/maintaining the risk management framework including adequacy and appropriateness of internal guidelines / limits.
- Timely escalation and resolution of risk issues and market risk limit breaches.
- Assist with regulatory compliance and regulatory reporting, especially in relation to LGIM's UCITS / PMC and QIAIF funds.
- Assist with review and setup of monitoring guidelines across LDI business, including review of existing mandates
- Minimum 5 years of relevant market risk management experience.
- Knowledge of VaR, risk sensitivity, scenario and risk limits.
- Knowledge and experience across a range of markets and products (in particular LDI and credit/fixed income)
- Understanding of derivatives including pricing and risk modelling.
- Development experience using VBA, SQL etc
- Reasonable knowledge of regulatory requirements (AIFMD and UCITS rules)
- Excellent interpersonal skills - including verbal and written communication skills
- Strong communication skills - especially in relation to management, internal and external clients
- Determined, self-motivated and resourceful to achieve objectives
- Ability to absorb, interpret, apply and communicate information effectively
- Problem solving ability
- Strong attention to detail