Front Office Risk Manager - Global Asset Manager

Role Overview

This position involves conducting quantitative research on risk management techniques across both public and private market assets. The role includes continuous oversight of risk exposures within trading portfolios, ensuring these remain within the established risk appetite and governance structures.

Core Responsibilities

• Develop and apply quantitative risk methodologies covering diverse markets.
• Monitor and control portfolio risk exposures to align with internal limits.
• Collaborate closely with traders and key business stakeholders to gain insight into portfolio structures, trading tactics, and new risk challenges.

Candidate Profile

• At least 12 years of experience in Quantitative Risk or front-office roles within private market settings.
• Strong grounding in market risk concepts such as Value at Risk (VaR), stress testing, sensitivity analysis, scenario-based assessment, and risk limit frameworks.
• Proven ability to challenge and influence front office personnel and engage effectively with stakeholders.
• Experience working in multinational financial institutions with exposure to global teams.
• Excellent communication and stakeholder relationship skills.
• Self-driven, meticulous, and adept at functioning within dynamic, fast-paced trading environments.
• A bachelor's degree in Finance, Economics, Mathematics, Engineering, Statistics, or related quantitative fields; advanced degrees like Masters or PhD are considered an asset.

Additional Information

This opportunity is offered by Selby Jennings, a trading division of Phaidon International (License number 16S8194).