At Vontobel, we create and pursue investment opportunities that get our clients ahead. As a global Investment manager, we believe in high conviction asset management and investment solutions. With portfolio management teams in New York, London and Zurich, Vontobel Asset Management is a specialized investment manager with a multi-boutique approach and a track record of strong and consistent growth. We focus on Equities, Fixed Income, Multi Asset Class investing, actively managing CHF 140bn of assets on behalf of institutional and intermediary clients globally.
In this important role you will focus on independent risk analysis, assessment and advice relating to actively managed investment funds across all boutiques. The function’s stakeholders are the firm’s senior management and investment teams. The function is mandated to support the latter with constructive advice whilst retaining the authority and independence to enforce risk controls. The wider audience reached by this function may include clients, consultants, regulators and auditors.
The role will be based in Zurich.
Identify, assess, measure, monitor, mitigate and report on market, liquidity and counterparty risks across multiple asset classes and investment structures.
Provide an independent critique and appraisal of investment risk profiles to investment teams, deploying quantitative tools such factor risk decomposition, scenario simulations and other stress tests.
Agree appropriate investment risk parameters to be monitored and reviewed as appropriate, and escalate issues where required.
Organise regular formal risk reviews with investment teams (portfolio managers, investment boutique heads) and senior management.
Contribute to interactions with clients, consultants, regulators and auditors in the capacity of subject matter expert on AM investment risk management.
Be a key contributor to the Asset Management Risk Committee, the Group Asset Management Risk & Compliance Committee and other executive committees.
Collaborate as required with other Asset Management and Group risk functions, including Operational Risk, Investment Control, Compliance and Management Company risk teams (at the Vontobel Fund Management companies).
Support the Head of Risk in
developing and sustaining a risk management framework and infrastructure that maximises efficiency whilst ensuring completeness,
ensuring that best practice risk governance is in place and followed, and in
fostering a positive risk culture across the firm.
Act as a thought leader and mentor to colleagues in the AM Risk team and other teams.
Industry experience: at least 8 years’ experience in an investment risk management or portfolio management role, preferably in an asset management firm.
Regulatory knowledge: experience of the Swiss and Luxembourg regulatory framework for investment managers (UCITS, AIFMD etc) an advantage.
Quantitative and finance-related education: a postgraduate degree in economics, finance, statistics or other applied mathematics, supported by a first degree in a strongly quantitative subject. A CFA, FRM or other industry qualification would be an advantage.
Asset class and financial instrument knowledge: a strong base in fixed-income (rates and credit), with a good understanding of FX and multi-asset investing, and an all-round understanding of risks and pricing of derivative instruments.
Specific subject knowledge: multi-factor market risk modelling, liquidity risk modelling and concepts of counterparty risk.
Quantitative and programming skills: experience of deploying databases and programming languages to manage, analyse and interpret data.
First-hand experience of risk systems (e.g. Bloomberg PORT, RiskMetrics, Barra, Northfield, Axioma)
Ability to work closely with colleagues in the Zürich-based Risk team, as well as colleagues in other teams and locations.
Ability to work independently and be effective in leading a collaborative effort.
A desire to solve problems, taking the initiative to obtain the required information where necessary, innovating where appropriate and following issues through to resolution or hand-over to suitable responsible parties.
Languages: fluent written and spoken communication in English, with German and French in addition being an advantage.
Entrepreneurially-spirited in your approach to your work, acting proactively wherever you recognise the need to do so, backed by the “can do” attitude required to see such initiatives through to completion, as well as the willingness to take full responsibility whether you are successful or not.
Minded to ensure that regulatory and legal requirements are always met or exceeded.
A leader with strong interpersonal skills and excellent communication skills.
A role model that inspires others to work collaboratively.
Perry Tucker, +44 (7467) 833867, Corporate Human Resources