Job Responsibilities
- Lead comprehensive, independent quarterly reviews of AMD investment products/mandates to fulfill fiduciary oversight.
- Conduct risk modeling, stress testing, and develop new strategic and customized frameworks to align risk management with investment products and mandates.
- Deliver risk and performance reports and analytical insights at both the portfolio and underlying derivative strategy level.
- Develop and implement policies and frameworks to ensure compliance with relevant financial regulations (e.g., CFTC, SEC, CSSF, UCITS, AIFMD).
- Support business development with ad-hoc presentations and responses to queries from potential new clients.
- Manage and attest to the accuracy and reliability of risk models used by the investment team.
- Contribute insights and opportunities from market trends in partnership with the investment team to the wider asset management community.
Required Qualifications, Capabilities, and Skills
- Bachelors degree in Finance, Mathematics, Sciences, or Engineering.
- Atleast 8 years of relevant experience in the financial services industry.
- FRM (Financial Risk Manager) or CFA (Chartered Financial Analyst) designation, either achieved or pursuing.
- Proven experience in evaluating portfolio risks and underlying derivatives strategies.
- Hands-on development experience with practical risk modeling and risk analytical insight fabrication using programming languages such as Python and tools like Risk Metrics.
- Ability to lead a diverse, multi-skilled team and foster cross-team collaboration.
- Strong communication skills to explain complex derivatives concepts and risks.
- Deep experience in managing investment, liquidity, and counterparty concentration risks across multi-asset derivatives classes.
