Senior Portfolio Risk Manager

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As a Senior Portfolio Risk Manager you will be part of a team dedicated to investment risk management activities in support of the Asset Management portfolios. More specifically, you will work in the Portfolio Risk Management (PRM) department consisting of a team of 17 investment-focused risk professionals located across four offices in three countries. You are responsible for the full value chain in the risk management process, going from risk identification, risk monitoring, risk measurement, to active challenge of portfolio management and risk reporting. You continuously track developments of new products, models and investment mandates, in cooperation with clients, account management, and the portfolio management teams, and provide oversight and challenge on all these activities.

To succeed in this role you have excellent communication skills and know how to engage with different stakeholders to ensure you can represent the team both inside the organization and towards clients. Extensive knowledge of derivatives and a detail oriented focus is required to provide in-depth reviews, discussions and challenge.

Key Responsibilities

• Modelling and monitoring equity, multi asset, fixed income and investment solution market related risks (e.g. VAR, expected shortfall, volatility, tracking error, beta and correlation, duration, spread duration, spread DTS and liquidity) across portfolios globally to support investment decision making and front office oversight.

• Engaging with portfolio managers and investment team heads to provide and develop risk reporting and value add analysis.

• Analysing portfolios’ risks to support front office decision making, product development, sales strategy and client servicing activities

• Perform ad-hoc risk analysis projects as required by prospects, clients, front office and other internal users of risk analysis.

• Drive and support team activities including achieving global team plan.

• Provide support and mentoring to other less experienced team members.

• Compliance with policies and standards.

Requirements

• Educated to degree level in a quantitative or mathematical discipline.

• At least 5+ years of experience in the financial industry, preferable in portfolio risk management with focus in either equites, multi asset and/or fixed income;

• Strong knowledge of financial markets, derivatives and risk management metrics including but not limited to VaR, volatility, tracking error, duration, liquidity, beta and correlation.

• Strong communication and interpersonal skills and excellent problem solving and analytical capabilities.

• Ability to work under limited direction to meet agreed targets.

• Experience working with European regulations including UCITS and AIFMD.

• Ability to work as part of a team to make the team a success

• CFA, PRM or FRM qualifications are advantageous.

• Strong Proficiency with Microsoft Excel essential.

• Fluent Dutch and English skills required.