Portfolio Risk Analyst

Man Group's Financial Risk team is responsible for managing all aspects of business, credit, market and liquidity risk insofar as they relate to the risks of Man Group (as distinct from the risks faced by third party investors in the investment products managed by Man). The identification, measurement and mitigation of business, credit, market and liquidity risks Provide independent risk oversight of FRM, AHL and for the Structured Products Development of risk appetite and limit frameworks and monitoring of risks in accordance with these frameworks Economic capital reporting and analysis (+ ICAAP submission) Development and maintenance of methodologies, models, systems and policies in support of this (including the operational risk model) Oversight of structured products - monitor risk of Loans to Funds, transparency into monthly rebalance, impact on Illiquid buyout pipeline and Man's liquidity requirements, review of new products Investment risk to AHL and FRM businesses and oversight of risks and risk functions - as an alternate to manager Oversee process improvements into counterparty monitoring and exposure reporting, liaising with Tech & Ops as appropriate Review and improvement of Economic Capital models within constraints of E&Y Model Review (Investment book, Credit, Market-FX, Pension fund)

Requirements

• Full technical understanding of risk management tools and techniques: including statistical distributions, VAR, Stress testing
• Broad understanding of hedge fund styles and instruments used to take exposure
• Broad understanding of structured products
• Broad understanding of economic capital and 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 concepts
• Ability to present complex content in a clear and concise manner to ensure understanding among a wider (often senior) audience
• The anticipated based salary range for this position is listed below. Compensation packages would also include benefits and a discretionary bonus. This is the base salary range that the Company believes it will pay for this position at the time of this posting based on the location and requirements of the position as well as the skills, qualifications, and experience of the applicant. The Firm reserves the right to modify this pay range at any time.

Apply on Man Group's site