Job Title: Investment Risk Manager (Fixed Income Credit, inc. ABS & CLO)
Location: London
About the Role: I’m supporting an asset management firm in their search for a Senior Investment Risk Analyst to join their team. This role will report directly to the Head of Investment Risk and will focus on managing market and liquidity risks within the Fixed Income Credit portfolios, specifically Asset-Backed Securities (ABS) and Collateralized Loan Obligations (CLO).
The successful candidate will be working closely with the investment teams to provide risk analysis and insights, supporting key investment decisions across strategies. If you have a strong background in risk management within fixed income products, particularly ABS and CLO, this is an exciting opportunity for your next career move.
Key Responsibilities: *Risk & P&L Reporting: Prepare daily risk and P&L reports for ABS and CLO portfolios, ensuring accuracy and in-depth analysis.
*Risk Monitoring: Assist in monitoring and analyzing changes in market conditions and portfolio risks.
*Data Quality & Maintenance: Maintain and ensure the quality of market and liquidity data, supporting portfolio risk management.
*Ex-Post vs Ex-Ante Analysis: Conduct analysis to refine risk models and improve forecasting accuracy.
*Ad-Hoc Risk Analysis: Provide risk analysis to support investment teams with decision-making processes.
*Stakeholder Collaboration: Build and maintain relationships with internal teams such as portfolio managers and business development.
*Tool Development: Contribute to the development of proprietary risk management tools and projects aimed at enhancing risk analysis.
Required Skills and Experience: *Educational Background: A degree in a quantitative or mathematical discipline (e.g., Mathematics, Engineering, or Finance).
*Relevant Experience: Previous experience in a risk management role, preferably within Fixed Income, ABS, or CLO markets.
*Technical Expertise: Proficiency in Python, R, and VBA programming languages.
*Market Knowledge: A strong understanding of Fixed Income instruments, both cash and derivative products.
*Personal Attributes: A passion for financial markets, a keen attention to detail, and a proactive attitude towards risk management.
Why This Role: This is a fantastic opportunity for someone looking to position themselves in the 1st line, working closely with the business and adding true value.
It is an interim role which can be either for 9 months or 12 months. It will not go permanent.