GENERAL OVERVIEW :
The Client Service ERM AVP role will be responsible for the successful oversight, maintenance & execution of the client service function for the North American portion of a large Global Asset Manager required to provide risk & liquidity management services. The individual will have a lead role in the team who is responsible for the delivery of market & liquidity risk analytics. This will involve developing key client relationships as well as responsibility for the delivery of reporting to the client for both day to day liquidity & risk management. The role will also involve coordinating initiatives in the areas of data governance, KPI oversight, client communication, client onboarding. Additionally emphasis will be given with supporting pre-sales & sales activities and working closely with Business Development teams in the region.
The successful candidate will have a degree in Finance or a related field and have at least 3-5 years’ experience in a market risk and liquidity role with exposure to regulated funds.
Plays key role in the planning & development of key client requirements.
Assist on specifying new functionality to provide a greater user experience for clients and internal users
Ensuring consistent operational procedures are well documented, maintained and followed
Provide support & address internal inquiries; demonstrate firm understanding of the product to end users.
Support & participate on training market liquidity analysts and other front-line users on system’s functionality
Other project-based tasks as required.
Degree in Finance/Economics or related field. FRM or CFA qualification an advantage Strong mathematical and quantitative skills Strong analytical knowledge on various product types from both liquidity (ie LCR) & valuations perspective. Strong understanding of risk management techniques including VaR, Stress Testing & Exposures Strong analytical ability and problem solving skills Strong familiarity with financial products and data Familiarity with SQL and experience with VBA coding is preferred Familiarity with regulatory risk requirements (UCITS, AIFMD, Sol II, Basel…) an asset Previous management experience of groups is essential Proven work experience with Advanced Excel. Bloomberg and/or Reuter’s knowledge will be advantageous