225 days ago on albertcliff.com

Head of Quantitative Risk Management

Albert Cliff

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Head of Quantitative Risk Management

Risk Management, Audit & ControlHead of Quantitative Risk Management

Head of Quantitative Risk Management

  • Location:Zurich, Switzerland
  • Salary:Competitive
  • Organization:Asset Management

Our client is one of the world’s leading Asset Manager currently looking for a Head of Quantitative Risk Management to join their team to be based in Zurich. 

Key Responsibility:
  •  Identify, assess, measure, mitigate and monitor market, liquidity, credit, counterparty and operational risks
  • Responsible for the risk management function towards clients, regulators and auditors
  • Contribute to formulation and implementation of Asset Mangement risk policy and strategies
  • Ensure Asset Mangement  centralized risk reporting and escalation of risk issues for Global Asset Mangement Committee
  • Ensure mapping of all portfolios in terms of relevant risk metrics
  • Organize and produce periodic risk reports containing the relevant risk metrics for portfolio managers and boutique heads and formulate pertinent observations
  • Signal any “violation” of pre-agreed risk parameters and coordinate escalation to hierarchy
  • Support breach monitoring and breach resolution with the Investment Control team
  • Support RfP team and sales initiatives in all risk management related issues
  • Coordinate AM operational risk management and internal processes with Group entities
  • Leverage on existing data production for risk measurement in close collaboration with Data, Performance & Reporting team especially regarding data delivery as well as the Outsourcing & Regulatory Monitoring teams within Funds Management Companies
  • Member of the various boutiques’ Management Committees
Desired Skills and Experience:
  • A minimum of 7 years’ experience in a similar role by an international multi-boutiques Asset Manager
  • Strong knowledge of financial instruments and risk models
  • Good comprehension of Data Management issues
  • Master’s degree in mathematics, physics, statistics, finance or equivalent education completed by a specific risk certification
  • Self-driven, proactive with a business and solution minded approach
  • Inspiring and open-minded personality that works well in teams
  • Speaks and writes clearly and articulately in German and English, additional language is an advantage. Able to see and communicate the big picture in an inspiring way
  • Able to structure and process qualitative and quantitative data and draw insightful conclusions from it. Exhibits a probing mind
  • Reaches out to peers and cooperates with supervisors to establish an overall collaborative working relationship
  • Able to motivate others to go the extra mile to get things done
  • Ability to work under pressure in a fast-paced environment
  • Integrity, responsibility, determination and commitment
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