AVP, Asset Management Risk & Oversight

JOB SUMMARY / INTRODUCTION

• Manage the identification, monitoring and reporting of key portfolio risks, including market, liquidity, counterparty and investment risks.
• Support the effective implementation and ongoing enhancement of the Risk Management Framework, policies and controls.
• Provide independent risk analysis, oversight and challenge to portfolio managers and investment teams.
• Produce and interpret risk analytics and reporting to support investment, management and governance decisions.
• Monitor adherence to risk limits, internal policies and applicable regulatory requirements, escalating material issues and breaches as appropriate.
• Live and demonstrate the FAB AM values.

KEY RESPONSIBILITIES

• Independently monitor portfolio risk exposures, limits and key risk indicators, identifying emerging risks and exceptions.
• Analyze portfolio risk using metrics including VaR, stress testing, scenario analysis, concentration, liquidity and exposure measures.
• Provide effective risk challenge to portfolio managers and investment teams on exposures, limits and portfolio risk developments.
• Own or coordinate risk reporting and analytics, ensuring accuracy, completeness and timely escalation of issues.
• Investigate risk events, breaches and limit exceptions, supporting remediation and tracking actions to closure.
• Perform risk assessments for new products, strategies and instruments, providing risk input into relevant approval processes.
• Support the continued development and implementation of the Risk Management Framework, policies, controls and methodologies.
• Prepare risk materials and provide input to risk, investment and governance committees.
• Maintain and enhance risk monitoring tools, templates and data controls, including validation and reconciliation of risk data.
• Monitor relevant regulatory developments and work with Compliance to ensure risk requirements are appropriately implemented.
• Support and provide guidance to more junior members of the Risk team where required.

REQUIREMENTS / QUALIFICATIONS

• 5+ years of relevant experience in investment risk, market risk or a related risk discipline, preferably within asset management or investment management.
• Strong understanding of financial markets, investment products and portfolio risk management.
• Practical experience with risk exposures and limits, VaR, stress testing, liquidity risk, counterparty risk and scenario analysis.
• Experience preparing and interpreting risk reporting for investment teams, senior management and/or governance committees.
• Strong analytical capability with advanced Excel skills.
• Ability to independently identify, analyse and escalate risk events, breaches and emerging risks.
• Strong communication skills with the ability to constructively challenge investment professionals and articulate risk issues clearly.
• Bachelor’s degree in Finance, Economics, Mathematics, Statistics or related discipline.

Preferred / Beneficial

• Exposure to Python, VBA, SQL or risk platforms is advantageous.
• FRM or CFA qualification/progress would be advantageous.

Skills

• Strong understanding of financial markets, investment products and portfolio risk management.
• Strong analytical capability with advanced Excel skills.
• Strong communication skills with the ability to constructively challenge investment professionals and articulate risk issues clearly.