Portfolio Risk Analyst
Core
Identify, measure, and mitigate business, credit, market, and liquidity risks for Man Group's investment businesses.
Role type
Senior IC portfolio risk analyst
Builds
Risk oversight frameworks, economic capital models, and exposure reporting for FRM, AHL, and Structured Products
Domain
Alternative investment management / Financial risk
Deliverable
production ML models | dashboards & analysis
Required skills
Statistical distributions, Value at Risk (VAR), Stress testing, Economic capital modeling, Regulatory capital frameworks, Advanced Excel with VBA, Accounting and financial reporting, Operational risk concepts
Preferred skills
Hedge fund styles and instruments, Structured products, Counterparty monitoring, Process improvement
Technologies
Excel, VBA
Responsibilities
Develop and maintain risk appetite and limit frameworks; oversee structured products risk including liquidity requirements; review and improve Economic Capital models; present complex risk content to senior audiences
Seniority
Senior, hands-on IC