• Top Tier Fund House
• Strong internal mobility
• Exposure to global senior stakeholders

Our client is a top tier global fund house. As part of the wider Risk Management umbrella, our client is looking for a driven and ambitious professional to play a key role in their portfolio risk function.

Key Responsibilities:

• Implement, maintain, and document the stress testing methodologies
• Monitor macro developments to assess the overall impact of the company’s portfolio of assets
• Provide independent assessment of asset allocation and recommend appropriate portfolio strategies
• Build tools to help portfolio managers understand the key drivers and document key factors
• Participate in global projects to enhance and consolidate the overall stress testing models and its methodologies

Key Requirements:

• Bachelor’s Degree in a Quantitative field
• At least 8 years of relevant experience, including DCF modelling or other valuation modelling experience on the Buy-side
• Good understanding of macro implications on the portfolio is essential; good foundation in statistical and data analytics will be an advantage
• Risk candidates with a strong Quantitative background will be considered as well
• Excellent verbal and written communication skills to effectively interact with senior stakeholders

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EA Licence No.: 15S7496