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 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 completeness and 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 finance education; or a first degree in a highly quantitative subject, such as engineering, physics, or applied mathematics, or training in economics or finance.
• Knowledge of asset classes and financial instruments: a strong foundation in at least one of the fixed income (interest rates and credit) and equities asset classes, with a good understanding of foreign exchange and multi-asset investing, and a comprehensive understanding of the risks and pricing of derivative instruments.
• 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)
• Knowledge of regulatory frameworks: Experience with the Swiss and Luxembourg regulatory frameworks for asset management companies (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, involving internal and external stakeholders
• Ability to work closely with the Zurich risk team, as well as with colleagues in other teams and locations
• Ability to work independently and participate effectively in a collaborative effort
• Languages: fluent written and spoken English, with German as an additional advantage

We offer

• Prime Zurich location with collaborative workspaces (including rooftop terraces) and complimentary lunch
• Friendly, diverse team in an open office with movable walls
• All the latest technology to support you in your work and advance your career
• Campus atmosphere and collaborative spirit