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Risk Manager, Credit Hedge Fund (VP/Dir), London

Millar Associates
Closing date
25 May 2022

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Contract Type
Full Time
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Credit (Cash & CLOs), Corp Bonds, Loans, Conv Bonds, MBS, SQL, R, Python

  • As a key member of the Risk team focus on multi-strategy credit portfolios
  • Work closely with traders, portfolio managers and technology teams to maintain, refine and develop new and existing portfolio risk analytics and reports
  • Provide oversight of the production of risk reports and analytics covering all exposures and drivers of risk and PnL
  • Investigate Report production and data issues with back-office support groups
  • Review position, reference and market data loads for completeness and accuracy
  • Implementation & testing of new data elements or data structure enhancements for reporting

  • 8+ years of experience in Market Risk covering credit products
  • In-depth knowledge of credit products (cash and synthetic/CLOs) and fixed income of various types (term /loans, HY, corporate bonds, convertible bonds, MBS/ABS, etc.)
  • Extensive knowledge of commonly used risk metrics for various credit products
  • Excellent communication skills, both verbal and written
  • Team player, flexible and cooperative attitude
  • Coding skills in R or Python
  • Strong SQL, Excel and VBA; knowledge of Power BI a plus
  • FRM, PRM or CFA designations a plus
  • Masters in scientific discipline from a top university
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