Market Risk Specialist-Pension Fund

Black Swan Associates Limited
60000.00 - 85000.00 GBP Annual
07 Aug 2017
15 Aug 2017
Contract Type
My Client is a large and fast-growing Pension Fund, it has c. GBP4.5bn AUM, which is growing quickly. Across Equities, Infrastructure, Credit, PE and Hedge Funds.
They are looking for someone with Pension Fund experience in Investment/Market Risk and exposure to Investment Strategy/involvement in Asset Allocation. The candidate would join heading up the Market Risk team of 3 reporting into the CRO.

The role will involve:

* Provide analysis of, design and implementation of ALM, Financial Risk management in-house and establishment of stress-testing scenarios.
* Work in conjunction with the Investment Director team to implement and design Scenario Analysis and Asset Allocation as well as investment Optimisation models. Providing proposals for Risk Mitigation by hedging valuations, flow characteristics and diversification
* Design and develop Investment Performance Assessment Techniques and Reporting processes.
* Work closely with the CRO on firm-wide Risk framework and policy implementation as well as providing support to the CRO on investment and fund management committees/covering as appropriate
* Provide in-depth analysis in relation to new Investment opportunities and provide policy documentation for new funds/review existing documentation
* Lead the three person team in developing Risk frameworks and their own Risk knowledge/capabilities

The successful candidate will have:

* Degree educated in a numerical/quantitative subject
* Extensive and credible Market Risk experience, ALM experience and broad Asset class knowledge/experience
* Engaging character, strong communication skills and gravitas

For more information and to apply please contact Joshua Grant-Butler on [Phone number removed] or alternatively email to [Email address removed]