Portfolio Risk Analyst

Job Profile Summary

Man Group's Financial Risk Team is responsible for managing all aspects of business, credit, market, and liquidity risks.

Responsibilities

The tasks include:

• Identification, measurement, and mitigation of business, credit, market, and liquidity risks
• Independent risk monitoring of FIRM, AHL, and structured products
• Development of risk appetite and limit frameworks, as well as monitoring of risks in accordance with these frameworks
• Financial Capital Reporting and Analysis (including ICAAP submissions)
• Development and maintenance of methods, models, systems, and guidelines to support these tasks (including the operational risk model)
• Design of structured products - Monitoring of credit risks associated with loans to funds, transparency in the monthly balance sheet, impact on illiquid portfolios and the bank’s liquidity requirements, review of new products
• Investment risks for AHL and FIRM transactions and the monitoring of risks and risk functions—as an alternative to business risk management
• Overseas process improvements in country monitoring and exposure reporting, in consultation with Tech & Ops

Key Skills & Experience

The required skills and experience include:

• A thorough understanding of risk management tools and techniques: including statistical distributions, VaR, and stress testing
• Comprehensive understanding of hedge fund styles and risk-taking instruments
• Comprehensive understanding of structured products
• Comprehensive understanding of economic capital and the regulatory capital framework
• Advanced Excel skills, including VBA
• Basic understanding of accounting and financial reporting
• Basic understanding of business processes, internal controls, and operational risk management
• Ability to present complex information clearly and concisely to ensure it is understood by a broader (often senior) audience

We offer

The salary for this position ranges from $120,000 to $180,000 USD. The compensation package also includes benefits and a discretionary bonus. Our comprehensive benefits include:

• Competitive vacation entitlements
• Pension/PRSI, Life Insurance, and Long-Term Disability Insurance
• Group health insurance, improved parental leave, and long-term vacation entitlement
• Depending on your location, you may also be eligible for additional benefits such as private health insurance, discounted gym memberships, and pet insurance