Investment Risk Manager

Job description: Investment Risk Manager

Tasks

• Identify, assess, measure, monitor, mitigate, and report market, liquidity, credit, counterparty, and sustainability risks across multiple asset classes and structures.
• Define appropriate measures for monitoring and reviewing investment risks and escalating problems as necessary.
• Organization and administration of formal risk reviews with investment teams
• Contribution to interactions with internal and external stakeholders, e.g., customers, auditors, as a subject matter expert for investment risk management
• Contribution to various governance bodies, such as the Investment Performance Committee and other management committees
• Collaboration with other risk functions within Vontobel, including Operational Risk, Investment Risk Control, Compliance, and Management Company risk teams
• Supporting the Head of Investment Risk in developing and maintaining an appropriate risk management framework and infrastructure that maximizes efficiency and ensures effectiveness

Requirements

• At least 5 years of experience in investment risk management or portfolio management risk, preferably in an asset management company
• Quantitative and/or quantitative financial education; or a first degree in a highly quantitative subject, such as engineering, physics, or applied mathematics, or a degree in economics or finance.
• Knowledge of asset classes and financial instruments; a strong foundation in at least one of the asset classes fixed income (interest rates and credit) and equities, with a good understanding of foreign exchange and multi-asset investing
• Quantitative and programming skills; experience with databases and programming languages for managing, analyzing, and interpreting data (e.g., SQL, Python, R, and counterparty risk concepts)
• Experience with risk systems (e.g., MSCI BarraOne, MSCI RiskMetrics, Bloomberg Enterprise)
• Regulatory knowledge; experience with the Swiss and Luxembourg regulatory framework for investment managers (UCITS, AIFMD, etc.) is an advantage
• Problem-solving skills, initiative to obtain necessary information when needed, and follow-up on problems until they are resolved or handed over to the appropriate person responsible
• Process-oriented mindset capable of designing, reviewing, managing, and documenting risk-oriented processes
• Ability to work closely with the Zurich risk team and with colleagues in other teams and locations
• Ability to work independently and participate effectively in a collaborative effort
• Language skills; fluent written and oral communication in English, with German as an additional advantage

Personality requirements

• Entrepreneurial spirit in approach to work, proactive action when necessary, with a "can-do" attitude
• Team member with strong interpersonal skills and excellent communication skills

What do we offer?

• Prime Zurich location with collaborative workspaces (including rooftop terraces) and complimentary lunches
• Friendly, diverse team in an open-plan office with "dancing walls"
• All the latest technologies to stand out and get ahead
• Campus feeling and collaborative spirit