JOB SUMMARY / INTRODUCTION
- Manage the identification, monitoring and reporting of key portfolio risks, including market, liquidity, counterparty and investment risks.
- Support the effective implementation and ongoing enhancement of the Risk Management Framework, policies and controls.
- Provide independent risk analysis, oversight and challenge to portfolio managers and investment teams.
- Produce and interpret risk analytics and reporting to support investment, management and governance decisions.
- Monitor adherence to risk limits, internal policies and applicable regulatory requirements, escalating material issues and breaches as appropriate.
- Live and demonstrate the FAB AM values.
KEY RESPONSIBILITIES
- Independently monitor portfolio risk exposures, limits and key risk indicators, identifying emerging risks and exceptions.
- Analyze portfolio risk using metrics including VaR, stress testing, scenario analysis, concentration, liquidity and exposure measures.
- Provide effective risk challenge to portfolio managers and investment teams on exposures, limits and portfolio risk developments.
- Own or coordinate risk reporting and analytics, ensuring accuracy, completeness and timely escalation of issues.
- Investigate risk events, breaches and limit exceptions, supporting remediation and tracking actions to closure.
- Perform risk assessments for new products, strategies and instruments, providing risk input into relevant approval processes.
- Support the continued development and implementation of the Risk Management Framework, policies, controls and methodologies.
- Prepare risk materials and provide input to risk, investment and governance committees.
- Maintain and enhance risk monitoring tools, templates and data controls, including validation and reconciliation of risk data.
- Monitor relevant regulatory developments and work with Compliance to ensure risk requirements are appropriately implemented.
- Support and provide guidance to more junior members of the Risk team where required.
REQUIREMENTS / QUALIFICATIONS
- 5+ years of relevant experience in investment risk, market risk or a related risk discipline, preferably within asset management or investment management.
- Strong understanding of financial markets, investment products and portfolio risk management.
- Practical experience with risk exposures and limits, VaR, stress testing, liquidity risk, counterparty risk and scenario analysis.
- Experience preparing and interpreting risk reporting for investment teams, senior management and/or governance committees.
- Strong analytical capability with advanced Excel skills.
- Ability to independently identify, analyse and escalate risk events, breaches and emerging risks.
- Strong communication skills with the ability to constructively challenge investment professionals and articulate risk issues clearly.
- Bachelor’s degree in Finance, Economics, Mathematics, Statistics or related discipline.
Preferred / Beneficial
- Exposure to Python, VBA, SQL or risk platforms is advantageous.
- FRM or CFA qualification/progress would be advantageous.
Skills
- Strong understanding of financial markets, investment products and portfolio risk management.
- Strong analytical capability with advanced Excel skills.
- Strong communication skills with the ability to constructively challenge investment professionals and articulate risk issues clearly.
