Investment Risk Manager

Job description: Investment Risk Manager

Tasks

• Identification, assessment, measurement, monitoring, mitigation, and reporting of market, liquidity, credit, counterparty, and sustainability risks across multiple asset classes and structures
• Determination of appropriate measures for monitoring and reviewing investment risks, escalation of problems if necessary
• Organization and management of formal risk assessments 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 asset classes fixed income (interest rates and credit) and equities, with a good understanding of foreign exchange and multi-asset investing, and a comprehensive understanding of risks and pricing of derivatives
• Quantitative and programming skills: Experience using databases and programming languages to manage, analyze, and interpret 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, involving internal and external stakeholders
• Ability to work closely with the Zurich risk team and with colleagues in other teams and locations
• Ability to work independently and contribute effectively to 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 technologies to stand out and get ahead
• Campus feeling and collaborative spirit