Portfolio Risk Manager

As a Senior Portfolio Risk Manager you will be part of a team dedicated to investment risk management activities in support of portfolios. More specifically, you will work in the Portfolio Risk Management (PRM) department consisting of a team of 17 investment-focused risk professionals over three locations. You will be reporting to the Head of Equity, Multi Asset Solutions and Real Assets PRM and based in The Netherlands.

You are responsible for the full value chain in our risk management process, going from risk identification and measurement to active challenge of portfolio management and risk reporting. You continuously track developments of new products, models and investment mandates, in cooperation with the client, account management, and our 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. This is a great senior role for someone who likes to combine technical knowledge with a key representative role within the organisation.

Key Responsibilities

  • Engaging with portfolio managers and investment team heads to provide and develop risk reporting and value add analysis for the alternative fixed income platform.
  • Analysing alternative fixed income 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.
  • Working with senior risk managers to help ensure that the risks are fully understood by Portfolio Management and are consistent with the firm’s client objectives and risk constraints
  • Drive and support team activities including achieving global team plan.
  • Compliance with the policies and standards.

Requirements

As a Senior Portfolio Risk Manager you have the following qualifications:

  • Educated to degree level in a quantitative or mathematical discipline.
  • Strong experience in the financial industry, preferably in portfolio risk management with focus on alternative fixed income, which should include one or more of private loans, structured credit, securitization, trade finance and insured private debt.
  • Strong knowledge of economy and understanding the broad macro factors and their impact on alternative fixed income portfolios.
  • Ability to provide second line credit analysis of internal credit ratings preferable.
  • In depth understanding of financial concepts, markets & derivatives.
  • Strong quantitative and qualitative analytical skills.
  • Strong proficiency with Microsoft Excel essential.
  • CFA, PRM or FRM qualifications are advantageous.
  • Fluent in English is required.